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Counterparty credit risk: Difference between revisions
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credit risk, replacing previously sanctioned methods. | credit risk, replacing previously sanctioned methods. | ||
Interesting thing I didn’t know until today was that only ⅓ of all losses suffered in the global financial crisis came from actual counterparty defaults. Two-thirds came from [[credit value | Interesting thing I didn’t know until today was that only ⅓ of all losses suffered in the global financial crisis came from actual counterparty defaults. Two-thirds came from [[credit value adjustment]]s arising from the credit deterioration, but not outright failure, of derivative counterparties. | ||
{{sa}} | {{sa}} | ||
*[[Credit value adjustment]]s | *[[Credit value adjustment]]s | ||