Summary
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.
Install to Claude Code
npx -y skills add joellewis/finance_skills --skill counterparty-risk --agent claude-codeInstalls into .claude/skills of the current project.
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one prompt install →Files
SKILL.md
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Plug Mailtrap into your AI workflow and let it handle the email.
Connect Mailtrap MCP →Agent, run crypto. Access onchain data & trade routes via 1inch.
Install now →Make coding agent sessions - Searchable, Shareable, Vendor-neutral & Scored.
Try For Free →Your agent targets a perfect 10 Code Health score. Deterministic. Every commit.
Try For Free →Integrate web data into your AI product. One API to scrape website & brand data.
Get API Key Now →belt cli automatically finds the best tools and skills for your agent. image, video, music, tts...
one prompt install →First SeenJun 3, 2026
