Counterparty risk is the chance that the other party in a financial transaction may not meet their obligations. It can occur in loans, derivatives and trading contracts with banks, insurers, or other ...

As financial markets evolve, evaluating the complex credit risk exposures of non-bank counterparties is crucial for effective risk management, says Quantifi’s Dmitry Pugachevsky In 1998, the financial ...

A rigorous approach to determining the credit risk posed by highly leveraged counterparties is not something that is easy to develop and implement. One reason for this is the scarcity of information.

On November 20, 2024, the Basel Committee on Banking Supervision (BCBS) issued a press release following its meeting in Basel. The committee reaffirmed its commitment to fully implement Basel III and ...