Region America's                                 -->        Counterparty Risk        Form PF        Model Validation        Stress Testing        Region Europe                                    -->        Stress Testing                               Counterparty Risk                               Model Validation                               Region India                                       -->        Market Risk        Regulatory Reports        Risk Advisory Services        Stress Testing        Region APAC                                       -->        Counterparty Risk        CVA        Stress Testing        Regulatory Reports        Model Validation        Our Vision                                   Stress Testing   Form PF   Counterparty Risk   Market Risk   Risk Advisory Services   Model Validation       Counterparty Risk Management   Our counterparty credit and liquidity risk management practice, helps clients build tools, analytics , and methodology to quantify counterparty credit and liquidity exposure. Together with a standard set of reports ,we offer a complete counterparty credit and liquidity risk management solution to effectively address the new Basel III CVA, Wrong way risk and counterparty/liquidity stressed VaR requirements. In brief our consulting and as well pre-configured risk reports offer.   Consulting   1. Help develop analytical models/tools needed for derivatives' exposure calculation (EPE ,PFE's).     2. Consult in developing analytics ,methodology and framework for CVA(credit value adjustments), margining and counterparty limits.     3. Support in development of Counterparty Analytics tools & infrastructure.     4. Advise/Train on credit risk mitigation and explain counterparty risks to business & credit risk management.     5. Participate in ancillary / adhoc projects to further systematic calculation of counterparty risk & risk management process.   Standard Reports   1. Detailed Counterparty Exposure Report: This report summarizes details of all financial instruments (stock lending/borrowing, swaps, options, other OTC etc), netting, guarantees, collateral, hedges (credit derivatives), a mark to market valuation and credit exposures report which provides a ready snapshot by rating, credit default probability, seniority, recovery rates counterparty exposure.     2. Collateral Report: Tracks periodic(daily, weekly, monthly) changes in collateral value, concentrations, initial margins and variation margins. This report flags wrong way risk and can be expanded for collateral stress ,collateral liquidity and gap analysis.     3. Liquidity – By Concentration, Product Class & Category: Our liquidity reports give you a snapshot into the liquidity profile of your business, by asset, by portfolio, by desk and drill down till trade level.     4. All the above reports can be expanded for adhoc value added analysis ,wherein extreme ,contagion ,any current/anticipated events scenarios can be generated.