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.
npx skills add https://github.com/joellewis/finance_skills --skill counterparty-risk