CCR: Difference between revisions
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imported>Doug Williamson (Mend link.) |
(Add link.) |
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== See also== | == See also== | ||
* [[Counterparty]] | * [[Counterparty]] | ||
* [[Counterparty credit risk]] | |||
* [[Counterparty risk]] | * [[Counterparty risk]] | ||
* [[Credit risk]] | * [[Credit risk]] | ||
| Line 20: | Line 21: | ||
* [[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]] | ||
Revision as of 10:26, 12 September 2024
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.
