Counterparty risk
Risk of default by a counterparty (risk to each party of a contract that the counterparty will not live up to its contractual obligations). – See counterparty risk, bid limit, settlement, Gini coefficient, Herstatt risk, correlation risk, special, credit event, credit insurance, solvency risk, replacement risk, interest rate, risk-free. – Cf. Deutsche Bundesbank Monthly Report of June 2006, p. 35 et seq. (basic information on risks in banks’ credit portfolios), BaFin Annual Report 2011, p. 66 (planned regulations in the wake of Basel III; risk weights for certain positions), Deutsche Bundesbank Monthly Report of June 2013, p. 63 (capital backing of counterparty default risks under Basel III).
Attention: The financial encyclopedia is protected by copyright and may only be used for private purposes without express consent!
University Professor Dr. Gerhard Merk, Dipl.rer.pol., Dipl.rer.oec.
Professor Dr. Eckehard Krah, Dipl.rer.pol.
E-mail address: info@ekrah.com
https://de.wikipedia.org/wiki/Gerhard_Ernst_Merk
https://www.jung-stilling-gesellschaft.de/merk/
https://www.gerhardmerk.de/
