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CCR

It stands for counterparty credit risk; a type of credit risk that arises or may arise on both sides of...

Counterparty Credit Risk

A type of credit risk that arises or may arise on both sides of a transaction if a credit event...

Credit Valuation Adjustment

It constitutes part of x-value adjustments (XVA). By definition, it is the valuation of counterparty credit risk (CCR), for pricing...

CCR

It stands for counterparty credit risk; the risk that a counterparty to a derivative contract may be unable or unwilling...

Credit Value Adjustment

It constitutes part of x-value adjustments (XVA). By definition, it is the valuation of counterparty credit risk (CCR), for pricing...

Counterparty Credit Risk

The risk that a counterparty to a derivative contract may be unable or unwilling to fulfill contractual obligations with respect...

Credit Exposure

Counterparty credit risk is a source of great concern for end users and dealers in the swaps market (market for...