Credit and Counterparty Risk

Understand borrower, issuer and counterparty exposures through independent assessment and portfolio analysis.

Clients need a clear view of where credit risk sits, how concentrated it is and what could cause it to deteriorate. We assess individual exposures and portfolios, examining credit quality, underwriting assumptions, rating approaches and counterparty dependencies.

Our work combines data analysis, methodology review and discussions with the teams responsible for decisions. Clients receive a documented assessment of material vulnerabilities, practical recommendations and a prioritised action plan.

Steps and deliverables

6 steps, in order. The scope of each is agreed at the start.

  1. A finger pointing at a figure in a monthly cash-flow spreadsheet

    Scope and exposure mapping

    We agree the questions to answer and map where the material credit and counterparty exposures sit.

  2. Hands with a pen and a calculator over printed statements

    Data and methodology review

    We review the data, underwriting assumptions and rating approaches behind the current view of credit risk.

  3. Three people reviewing printed documents and a chart together

    Credit quality and concentration analysis

    We analyse credit quality across the portfolio and how concentrated the exposures are.

  4. The towers of a European financial district at dusk

    Counterparty assessment

    We examine individual counterparties and the dependencies between them.

  5. One person points to a printed chart while two others follow

    Findings and recommendations

    A documented assessment of material vulnerabilities, with practical recommendations and a prioritised action plan.

  6. An empty boardroom table with a row of chairs

    Management or board presentation

    The partner presents the findings to management or the board and answers their questions.

Next service

Market and Investment Risk

Assess how market movements and portfolio structure could affect investment outcomes.

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