Counterparty risk

The risk to each party to a contract that the counterparty will not meet its contractual obligations, whether they are unable, or simply unwilling, to do so.

See also

• CCR
• CRD IV
• Credit risk
• Risk
• Guide to risk management
• Cash in the new post-crisis world
• Putting a limit on losses

Other links

• Treasury essentials: Counterparty risk, The Treasurer, April 2013

• Counterparty credit risk, Will Spinney, ACT 2012