Counterparty Risk

JoelLewis/finance_skills/plugins/trading-operations/skills/counterparty-risk

作者 JoelLewis5c498eacf7057e31238c4c5a8012a1afe9ec7c8a無授權條款206 個星標收錄於 2026年10月9日更新於 2026年10月9日儲存庫2 個月前更新

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.