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Counterparty credit risk: Difference between revisions
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''(Also known as {{tag|CCR}})'' | {{bipruanatomy|}}''(Also known as {{tag|CCR}})'' | ||
No, not Creedence Clearwater Revival. But, in the minds of a credit officer, something almost as hallowed, on which much of the ''Treatment of Counterparty Credit Risk and Cross-Product Netting'' under {{tag|Basel II}} is predicated. A good place to start is Annex 4. | No, not Creedence Clearwater Revival. But, in the minds of a credit officer, something almost as hallowed, on which much of the ''Treatment of Counterparty Credit Risk and Cross-Product Netting'' under {{tag|Basel II}} is predicated. A good place to start is Annex 4. | ||
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*Positions are frequently valued (most commonly on a daily basis), according to market variables. | *Positions are frequently valued (most commonly on a daily basis), according to market variables. | ||
*Remargining may be employed.}} | *Remargining may be employed.}} | ||