CCR: Difference between revisions

Latest revision as of 10:28, 12 September 2024

1. Credit risk.

Counterparty Credit Risk.

2. Reference rates - risk-free rates.

Cumulative compounded rate.

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	Counterparty Credit Risk.		Counterparty Credit Risk.

	~~The risk of credit losses in relation to counterparties, particularly counterparties to derivative contracts.~~