REPORT
VIDEO
MB: Digitizing Market and Counterparty Risk Management
Winner of the 2024 Celent Model Risk Manager Award for Operational Resilience
21st March 2024
//MB: Digitizing Market and Counterparty Risk Management

MB has enhanced its market risk and counterparty credit risk (CCR) management to meet global standards, including:

  • A near real-time VaR calculation tool to control the risk level of its portfolio and provide timely recommendations to its business units
  • A real-time CCR management system that reduces operational costs and improves efficiency
  • A system to calculate capital requirements for market risk under Basel III to improve its resilience to unpredictable events

See webinar link below for a video interview with Mrs. Pham Thi Trung Ha, Chief Risk Officer, MB.

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Hannah Rose Schonwald
Hannah Rose Schonwald
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