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- W2622009137 abstract "This chapter explores counterparty credit risk as a source of systemic risk. It describes derivative securities, including forwards, futures, options, and swaps. The chapter explore the counterparty exposure associated with a derivative security. It explains the concepts of gross assets and net assets. The chapter focuses on how collateral, netting, and central counterparties are used to manage counterparty credit risk. It distinguishes between bilateral netting and multilateral netting. The chapter also focuses on why counterparty credit risk is perceived as a source of systemic risk. Derivative securities may trade on a derivatives exchange or through an over-the-counter (OTC) derivatives market. Valuation techniques are used to value positions in derivative securities. Counterparty credit risk exposure is managed through the use of collateral, netting, and central counterparties. In a market that utilizes a central counterparty clearinghouse (CCP), counterparties enter into agreements with each other to transact in the future." @default.
- W2622009137 created "2017-06-15" @default.
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- W2622009137 date "2017-06-06" @default.
- W2622009137 modified "2023-10-17" @default.
- W2622009137 title "Counterparty Credit Risk" @default.
- W2622009137 doi "https://doi.org/10.1002/9781119348474.ch11" @default.
- W2622009137 hasPublicationYear "2017" @default.
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