Going the wrong way
Counterparty Credit Risk
Counterparty credit risk has become an increasingly significant issue since losses on US subprime mortgages became a cause for concern in July 2007. In the past six months, worries about dealing with vulnerable counterparties have even infected the interbank market, turning once-placid Libor rates into a gauge of market fear (Risk January 2008, pages 74-76).
From being a somewhat mysterious back-office preoccupation, counterparty credit risk is stepping out from the shadows, acknowledges Rob O
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact [email protected] to find out more.
You are currently unable to copy this content. Please contact [email protected] to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
More on Credit risk
Risk Management
The bank, the vendor, the turrets and the golf day
After DBS switched supplier, a row broke out, raising questions about entertainment and influence
Receive this by email