Credit Risk Assessment overview

Assesses counterparty credit risk for new and existing exposures -- scoring counterparty creditworthiness using internal rating models and external agency ratings, calculating current and potential future exposure across OTC derivatives and lending facilities, reviewing collateral adequacy and margin call thresholds, evaluating netting agreement enforceability across jurisdictions, stress-testing credit exposures under adverse macroeconomic scenarios, and recommending credit limit adjustments or risk mitigation actions such as CDS hedging. Produces credit risk assessment report with exposure summary and limit recommendations. Excludes trade execution and collateral operations.