Lyonnais Runs Weekly Risk Checks On Triple-A Derivatives Programme

- OR&C Staff
- 09 Oct 1995

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Credit Lyonnais in New York is running weekly credit risk simulations to help manage the risk exposures of its recently launched triple-A rated derivatives trading programme.

Bank officials say they are using a customised version of LOR/Geske Bock Associates' Credit Analysis and Risk Management (Carma) system to ensure the programme's financial resources are sufficient to support its triple-A credit rating.

Lyonnais' programme was launched at the end of February. Approximately 43 counterparties

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