Counterparty Exposure: Sometimes Simple Is Good Enough

A commentary on the approaches to measuring counterparty risk and why all institutions need not be leading edge.

With so much emphasis placed on changes that the major banks have to make in calculating their credit exposure and capital it is easy to forget that most of the world’s banks are not systemically important nor derive a huge amount of business from complex derivative products. Most financial institutions are not banks at all - asset managers, insurance companies and other

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a RiskTech Forum account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: