![]() ![]() The report summarises the results of the targeted review performed in the second half of 2022 on how banks govern and manage counterparty credit risk (CCR). The European Central Bank (ECB) is today launching a public consultation on its report on “Sound practices in counterparty credit risk governance and management”. Banks expected to regularly stress test their counterparty credit risk exposures and assess their counterparties’ vulnerabilities under tail risk scenarios.The review finds a number of good practices but also highlights several areas to improve.ECB invites comments from banks and practitioners on counterparty credit risk sound practices report, consultation period ends 14 July 2023. ![]()
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