AxiomSL: To Party or Not To Counterparty, That Is the Question

In the past QFC 371 was applied to a specific set of GSIBs, as driven by the FDIC. However, the new set of rules require a much more detailed view of counterparty risk relationships on the books of a Financial Institution that has Total Assets of more than $50 Billion and significant derivative activity.

The QFC rules encompass 8 reports comprising 111 data points with more than 100 data checks and 60 validation rules to prepare the information required. In addition, QFC record keeping has

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a RiskTech Forum account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: