CCR: Difference between revisions
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imported>Doug Williamson (Mend link.) |
imported>Doug Williamson (Mend link.) |
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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.