CCR: Difference between revisions
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imported>Doug Williamson (Add definition. Source: Linked pages) |
imported>Doug Williamson (Mend link.) |
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* [[Cumulative compounded rate]] | * [[Cumulative compounded rate]] | ||
* [[Derivative instrument]] | * [[Derivative instrument]] | ||
* [[Reference | * [[Reference rate]] | ||
* [[Risk-free rates]] (RFR) | * [[Risk-free rates]] (RFR) | ||
Latest revision as of 14:09, 2 November 2022
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.
