Creative Design & Branding
Counterparty Risk
Guide counterparty credit risk measurement and management for OTC and securities trading, organized around three workflows: assessing a new counterparty, responding to a credit-deterioration event, and executing a default close-out. Use when measuring current or potential future exposure to a counterparty, setting or reviewing counterparty credit limits, evaluating ISDA Master Agreement netting and close-out mechanics, designing CSA collateral terms or uncleared margin compliance (VM/IM, SIMM), assessing central clearing mandates under Dodd-Frank or EMIR and CCP default waterfalls, monitoring creditworthiness via CDS spreads or ratings, quantifying wrong-way risk, or computing EAD, SA-CCR, and CVA. For Reg T and FINRA Rule 4210 brokerage margin see margin-operations; for settlement risk, DVP, and CLS see settlement-clearing.
- Publisher / source
- JoelLewis/finance_skills (found on skills.sh)
- Upstream record
- JoelLewis/finance_skills
- Version
- Version 3
- Published
- Publication review
- Approved for publication
- Content fingerprint
4c726c6d0feb5940b32ec9af6d6985a45674447399111e0e3a4e6d929f8ccad3