How counterparty credit risk management techniques have evolved

Since the collapse of Lehman Brothers in September 2008, counterparty credit risk management has assumed critical importance at both sell-side and buy-side institutions.

The failure of Lehman Brothers and near failure of several other major financial institutions have highlighted the need for more robust counterparty risk management procedures. It is no surprise, then, that financial institutions across the board are committing resources to improve internal processes and systems in this area.


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: