- Counterparty credit risk
- Risk that the counterparty will fail to meet its obligations under the terms agreed of all contracts resulting in possible replacement costs. Counterparty credit risk is becoming an important factor in the derivatives markets (such as swaps). See also Risk management.
International financial encyclopaedia . 2014.
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counterparty credit risk — sandorio šalies kredito rizika statusas Aprobuotas sritis kredito ir finansų įstaigos apibrėžtis Tikimybė patirti nuostolių dėl to, kad sandorio šalis ateityje nesugebės įvykdyti sutartyje numatytų įsipareigojimų. atitikmenys: angl. counterparty… … Lithuanian dictionary (lietuvių žodynas)
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credit risk — The risk that a counterparty will default or delay payment on an obligation or that the value of a flow of payments will decline due to an adverse movement in the counterparty s credit rating See also political credit risk; transfer credit risk … Big dictionary of business and management
Credit risk management — In finance, Credit risk management is the process of assessing risk in an investment. When the risk has been assessed, investment decisions can be made and the risk vs. return balance considered from a better position.The main way to reducing… … Wikipedia
Credit Valuation Adjustment — Credit value adjustment (CVA) is by definition the difference between the risk free portfolio value and the true portfolio value that takes into account the possibility of a counterparty’s default. In other words, CVA is the market value of… … Wikipedia
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