3.1 Counterparty Default Risk 5.1 Types of Collateral 6.1 Contract Types 6.2 Credit Provisions 2.1.1 Entity Validation 2.1.3 Credit Information 3.2 Position Exposure 9.1 Approved Approaches 2.1.2 Fraud Criminal Checks Credit Quality 4.1.2 5.2 Collateral Management 4.1 Counterparty DF Reporting 5.1.1 Valuation 6.3 Default Terms 7.2.3 Bonds 4.3 Ancillary & Misc. 4.1.1 Approved List 7.1 Secondary Exposure 7.2 Collateral Metrics 7.3 Credit Reserves 7.1.1 Regulated Entity 7.1.2 LC Exposure 4.2 Exposure Reporting 1.2.3 Credit Group 1.1.2 Credit Risk Committee 1.2 Policy 2.1 Know Your Customer 1.2.1 On-Boarding 1.1.1 Board of Directors 1.1 Structure & Framework Credit Limit Allocation 4.1.3 Trade Limits 4.2.1 Exposure Report 4.2.2 5.1.1 Reduction 5.1.2 Transfer 5.2.3 Collateral Management 2 nd Layer 3 rd Layer 1.2.2 Measurement 1.2.3 Monitoring 1.2.4 Mitigation Illustrative Example – Credit Process 1.2.5 Contract Terms 1.2.6 Portfolio Management 3.1.3 Default Credit Metrics 3.1.2 Credit Limit Allocation 3.1.4 Basel III Guidelines 3.1.1 Underwriting & Scoring 3.2.1 Commodity Types 3.2.2 Elements of Exposure 3.2.3 Exposure Metrics 3.2.4 Trade Limits 3.2.5 Stress Testing PFE 4.2.3 4.2.4 Physical 4.2.5 Structured 4.3.1 Ancillary Credit Risk 1. Governance 2. On- Boarding 3. Measurement 4. Monitoring & Reporting 5. Mitigation 6. Contractual Terms 7. Ancillary Credit Risk 8. Portfolio 9. Exceptions 10. IT 8.1 Characteristic 6.2.3 Triggers 6.2.1 MAC Event 6.2.2 Adequate Assurance 6.3.1 Default Event Payment Default 6.3.2 6.3.3 Cross Default 6.3.4 Set-Off 8.2 Method & Calculation 7.3.1 Expected Loss Calculation Method 7.3.2 7.2.4 Insurance Underwriters 7.2.5 Sovereign Risk 8.3 Model Types 8.1.1 Skewed Distributions 8.1.2 Imperfect Data Sources 8.2.1 Aggerated Exposure Concentratio n Risk 8.2.2 Marginal Risk 8.2.3 Standard Deviation 8.2.4 8.3.1 Deterministic Statistical 8.3.2 Simulation 8.3.3 9.2 Parameters 9.3 Operational Exclusions 10.1 Strategic Plan 10.2 Integrated Systems 10.3 Security & Redundancy 1st