A type of transformation which involves a bank’s credit risk. It is typically conducted by investing in securities that have...

A credit derivative whose underlying is a set of names, i.e., reference entities/ assets/ issuers. Typically, every credit derivative contract...

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

The potential loss that results from a counterparty to a derivative contract (specifically a forward contract or swap) unfulfilling its...

The danger (risk) of incurring losses because a counterparty in a derivative transaction has defaulted (i.e., is no more able...

It stands for credit support annex; a collateral arrangement the purpose of which is to mitigate counterparty risk in an...

A collateral arrangement the purpose of which is to mitigate counterparty risk in an OTC derivative contract such as swaps....

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

It stands for market risk premium; in accounting, market risk premium basically has two distinct meanings: "market risk" premium and...

In accounting, market risk premium basically has two distinct meanings: "market risk" premium and market "risk premium". A "market risk"...