Credit pricing principles


A new respect for counterparty risk is reshaping the commercial landscape in the derivatives market. Growing numbers of banks are applying additional charges to their transactions, reflecting the cost they would bear if a counterparty collapsed while owing them money. These charges are calculated and applied differently from bank to bank, resulting in quotes that can vary by millions of dollars for the same transaction. Unsurprisingly, derivatives users are shopping around – and, for many, price

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:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: