Counterparty Risk
JoelLewis/finance_skills/plugins/trading-operations/skills/counterparty-riskby JoelLewis5c498eacf7057e31238c4c5a8012a1afe9ec7c8aNo licenseListed Oct 9, 2026Updated Oct 9, 2026
Guide counterparty credit risk measurement and management for OTC and securities trading, organized around three workflows: assessing a new counterparty, responding to a credit-deterioration event, and executing a default close-out. Use when measuring current or potential future exposure to a counterparty, setting or reviewing counterparty credit limits, evaluating ISDA Master Agreement netting and close-out mechanics, designing CSA collateral terms or uncleared margin compliance (VM/IM, SIMM), assessing central clearing mandates under Dodd-Frank or EMIR and CCP default waterfalls, monitoring creditworthiness via CDS spreads or ratings, quantifying wrong-way risk, or computing EAD, SA-CCR, and CVA. For Reg T and FINRA Rule 4210 brokerage margin see margin-operations; for settlement risk, DVP, and CLS see settlement-clearing.
Only the file list is public. File contents are available once the skill is installed in a workspace.
| Path | Size | Type |
|---|---|---|
| references/examples.md | 13 KB | text/markdown |
| SKILL.md | 16.8 KB | text/markdown |
Source and attribution
Source:JoelLewis/finance_skillsinplugins/trading-operations/skills/counterparty-riskat commit5c498ea
License: No license
Content belongs to its original authors. SourceWeft indexes it from a public repository.
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