CCR

From ACT Wiki
Revision as of 14:09, 2 November 2022 by imported>Doug Williamson (Add definition. Source: Linked pages)
Jump to navigationJump to search

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