CCR: Difference between revisions

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Counterparty Credit Risk.
Counterparty Credit Risk.
The risk of credit losses in relation to counterparties, particularly counterparties to derivative contracts.




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== See also==
== See also==
* [[Counterparty]]
* [[Counterparty]]
* [[Counterparty credit risk]]
* [[Counterparty risk]]
* [[Counterparty risk]]
* [[Credit risk]]
* [[Credit risk]]
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* [[Risk-free rates]]  (RFR)
* [[Risk-free rates]]  (RFR)


[[Category:Financial_products_and_markets]]
[[Category:Identify_and_assess_risks]]
[[Category:Identify_and_assess_risks]]
[[Category:Manage_risks]]
[[Category:Manage_risks]]
[[Category:Risk_reporting]]
[[Category:Risk_frameworks]]
[[Category:Risk_frameworks]]
[[Category:Risk_reporting]]
[[Category:Financial_products_and_markets]]

Latest revision as of 10:28, 12 September 2024

1. Credit risk.

Counterparty Credit Risk.


2. Reference rates - risk-free rates.

Cumulative compounded rate.


See also