REPORT
    VIDEO
    MB: Digitizing Market and Counterparty Risk Management
    Winner of the 2024 Celent Model Risk Manager Award for Operational Resilience
    21st March 2024

    MB has enhanced its market risk and counterparty credit risk (CCR) management to meet global standards, including:

    • A near real-time VaR calculation tool to control the risk level of its portfolio and provide timely recommendations to its business units
    • A real-time CCR management system that reduces operational costs and improves efficiency
    • A system to calculate capital requirements for market risk under Basel III to improve its resilience to unpredictable events

    See webinar link below for a video interview with Mrs. Pham Thi Trung Ha, Chief Risk Officer, MB.