It stands for counterparty credit risk; a type of credit risk that arises or may arise on both sides of...

A type of credit risk that arises or may arise on both sides of a transaction if a credit event...

It constitutes part of x-value adjustments (XVA). By definition, it is the valuation of counterparty credit risk (CCR), for pricing...

It stands for counterparty credit risk; the risk that a counterparty to a derivative contract may be unable or unwilling...

It constitutes part of x-value adjustments (XVA). By definition, it is the valuation of counterparty credit risk (CCR), for pricing...

The risk that a counterparty to a derivative contract may be unable or unwilling to fulfill contractual obligations with respect...

Counterparty credit risk is a source of great concern for end users and dealers in the swaps market (market for...