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Collateral, Funding and Discounting
Riskworx Management
A Tier 1 bank commissioned Riskworx to write a white paper on “Collateral, Funding and Discounting” in the modern-day context.
Riskworx produced a theoretical framework and a view of the best practice operating models to manage discounting risk and collateral cost. Riskworx then reviewed the existing framework and provided recommendations to address deficiencies based on a cost-benefit analysis. Visit riskworx.com and our LinkedIn page