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  1. www.bis.org › basel_framework › chapterCRE50 - Counterparty credit risk definitions and terminology

    15 de dic. de 2019 · This chapter explains the terms used in the Basel Framework for calculating capital requirements for counterparty credit risk (CCR). It covers general terms, transaction types, and the role of central counterparties (CCPs) in CCR.

    • PDF Version

      The Basel Framework is the full set of standards of the...

    • CRE53

      A bank may also choose to adopt an internal models method to...

    • CRE22

      Banks use a number of techniques to mitigate the credit...

  2. www.investopedia.com › terms › cCounterparty Risk: Definition, Types, and Examples - Investopedia

    28 de mar. de 2023 · Counterparty risk is the likelihood or probability that one of those involved in a transaction might default on its contractual obligation. Counterparty risk can exist in credit,...

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  4. www.bis.org › basel_framework › chapterCRE51 - Counterparty credit risk overview

    27 de mar. de 2020 · Counterparty credit risk is defined in CRE50. It is the risk that the counterparty to a transaction could default before the final settlement of the transaction in cases where there is a bilateral risk of loss. The bilateral risk of loss is the key concept on which the definition of counterparty credit risk is based and is explained further below.

  5. www.bis.org › bcbs › publGuidelines for counterparty credit risk management

    This document proposes guidelines for counterparty credit risk (CCR) management, based on sound practices and recent incidents of CCR failures. It covers due diligence, risk mitigation, measurement, governance and closeout practices for banks' interactions with various counterparties.

  6. corporatefinanceinstitute.com › course › credit-and-counterparty-credit-riskCredit and Counterparty Credit Risk | CFI - Corporate Finance...

    This course offers a comprehensive introduction into the principles of Credit and Counterparty Credit Risk, focusing on the calculation of key credit risk metrics used in the banking and financial sectors. Gain hands-on experience in calculating Expected Loss (EL) using Probability of Default (PD), Loss Given Default (LGD), and Exposure at ...

  7. www.mckinsey.com › ~ › mediaGetting to grips with counterparty risk - McKinsey & Company

    The report analyzes the causes and consequences of counterparty risk after the crisis and offers four measures to reduce it. It covers default, replacement, and settlement risks in different types of transactions and products.

  8. www.bankingsupervision.europa.eu › ecb › pubSound practices in counterparty credit risk governance and ... -...

    The ECB reviews the governance and risk management of CCR at 23 banks active in derivatives and SFTs with non-banking counterparties. It identifies sound practices and expectations for CCR governance, risk control, measurement, stress testing, watchlist and default management.