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Counterparty Risk

If you're building exposure calculators, setting trading limits, or dealing with ISDA agreements, this walks you through the math and regulatory context for counterparty credit risk. It covers current exposure, potential future exposure via Monte Carlo simulation, and the SA-CCR formulas for regulatory capital. You'll also find guidance on wrong-way risk scenarios, CVA capital charges, collateral management under CSAs, and central clearing mandates like Dodd-Frank and EMIR. The technical depth is serious: this is for people actually implementing risk systems or designing credit processes at institutional trading desks, not high-level overviews.

skills.sh installs
700
GitHub stars
224
last updated
Aug 21, 2026

Install

$ npx -y skills add joellewis/finance_skills --skill counterparty-risk --agent claude-code

Installs into .claude/skills of the current project.

Files

Counterparty Risk

Core Concepts

Workflow A: Assessing a New Counterparty

Sponsors

Details

Repository
github.com/joellewis/finance_skills
Categories
DevOps & CI/CD, Documentation, Sales & Marketing, Finance & Trading
First seen
Jun 3, 2026

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