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IBM > 实例探究 > 通过基于实时模拟的风险敞口和限额管理来优化交易对手风险资本
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Optimizing Counterparty Risk Capital with Real-Time Simulation-Based Exposure and Limits Management

技术
  • 分析与建模 - 数字孪生/模拟
  • 分析与建模 - 实时分析
适用行业
  • 金融与保险
  • 零售
用例
  • 实时定位系统 (RTLS)
  • 虚拟现实
挑战
为了帮助其交易部门做出更好、更具风险意识的决策,BBVA 希望让他们准确了解交易对手信用风险 (CCR),并实时检查每笔交易的限额。
关于客户
BBVA 总部位于西班牙,是一家跨国银行集团,业务遍及欧洲、北美洲、中美洲、南美洲以及亚太地区。该集团拥有超过 114,000 名员工,拥有 6,890 亿欧元资产,年净利润约为 75 亿欧元。
解决方案
实时的交易前限额检查工作流程可帮助交易者避免违规并抓住机会,同时控制风险。
运营影响
  • The new solution provided by IBM has given BBVA real-time insight into limit breaches, allowing the bank to identify potential problems while a deal is on the table and solve them before the trade hits the books. It also ensures that there is no risk of a trade seeming to be within the limits when the deal is made, and then appearing as a breach in the end-of-day analysis. The solution also ensures that the trading data that is input into both models is consistent, eliminating the possibility of a trade getting temporarily “lost” between the front office and the risk team. The automated reporting platform introduced alongside the solution helps the risk team make better strategic decisions about where to focus its resources and which projects to prioritize.

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