Counterparty bank limits
The module controls limits on counterparty banks: exposure to each bank including derivatives, the bank's own limit and a model limit by rating, early signals and concentrations.
The module is part of the single TRrisk platform: it works on the bank's shared data and exchanges results with the other modules. How the platform works →
What the module does
Counterparty exposure
Placements, securities and an add-on for derivatives.
Model limit
A limit by rating next to the limit set by the bank.
Early warning
Signals of approaching a limit and of a counterparty deteriorating.
Concentrations
Concentration by counterparty and country.
- Treasury
- Risk management
- Limit usage is visible for every counterparty bank.
- Limits are reviewed on a calculation, not by habit.
Related modules
Market risk
VaR and expected shortfall on the currency position, backtesting, sensitivity of securities to rates.
details →Risk and capital
NBKR capital ratios and Basel III, economic capital, risk appetite and limits.
details →Liquidity
NBKR liquidity ratios, LCR and NSFR, liquidity stress, survival horizon and a funding plan.
details →Common questions
How does work start?
With a free 30-minute call with a solution architect. We go through the problem and suggest where to start. If it needs a closer look, we propose a 2–4 week diagnostic.
Which countries do you work in?
Our office is in Bishkek. We work with companies across Central Asia, on site and remotely.
What language are documentation and training in?
Russian and English. Methodology, manuals and reports are written in the language that suits your team, auditors and shareholders.
Do you sign an NDA?
Yes, before you share any data or documents with us.