CCR: Difference between revisions
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imported>Doug Williamson (Create page: Source: EBA 2016 EU-Wide Stress Test results) |
imported>Doug Williamson (Mend link.) |
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Counterparty credit risk. | 1. ''Credit risk.'' | ||
Counterparty Credit Risk. | |||
The risk of credit losses in relation to counterparties, particularly counterparties to derivative contracts. | |||
2. ''Reference rates - risk-free rates.'' | |||
Cumulative compounded rate. | |||
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* [[Counterparty risk]] | * [[Counterparty risk]] | ||
* [[Credit risk]] | * [[Credit risk]] | ||
* [[Cumulative compounded rate]] | |||
* [[Derivative instrument]] | |||
* [[Reference rate]] | |||
* [[Risk-free rates]] (RFR) | |||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Manage_risks]] | |||
[[Category:Risk_frameworks]] | |||
[[Category:Risk_reporting]] | |||
[[Category:Financial_products_and_markets]] | |||
Latest revision as of 14:09, 2 November 2022
1. Credit risk.
Counterparty Credit Risk.
The risk of credit losses in relation to counterparties, particularly counterparties to derivative contracts.
2. Reference rates - risk-free rates.
Cumulative compounded rate.
