CCR

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.

See also

• Counterparty
• Counterparty credit risk
• Counterparty risk
• Credit risk
• Cumulative compounded rate
• Derivative instrument
• Reference rate
• Risk-free rates (RFR)