Credit & Counterparty Risk – Introduction

Over the next two weeks, we will take a look at counterparty credit risk. Why? As we all witnessed during the recent global financial crisis, counterparty risk has gained huge prominence due to the failings and bad practices employed by the financial community. What is it? Counterparty Risk is the risk that the other party to an agreement will default or not fulfil their obligations to another party. It is in essence a type of credit risk.

Our look into counterparty risk will cover:

  • reducing measures
  • quantification
  • management of
  • pricing
  • wrong way risk
  • regulation
  • economic capital
  • the future

If you have any further questions or would like to discuss any of the above topics with us further please feel free to get in touch.


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