A counterparty is the other party that participates in a financial transaction. Every transaction must have a counterparty in order for the transaction to go through. More specifically ...

Aggregate risk is often defined as the total amount of an institution's exposure to foreign exchange counterparty risk deriving from a single client. Foreign exchange (FOREX) contracts—both spot ...

Then, based on a simple network optimization problem between financial institutions’ mutual distances and the number of connections, we examine the trade-off between liquidity risk and counterparty ...

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 ...

Du, Wenxin, Salil Gadgil, Michael Gordy, and Clara Vega. "Counterparty Risk and Counterparty Choice in the Credit Default Swap Market." Management Science 70, no. 6 (June 2024): 3808–3826.

Counterparty risk is the possibility that one of the parties involved in a transaction might fail to fulfill its end of the bargain, thereby causing the other party to incur losses. This type of ...

The new methodology has helped Barclays to meet regulator’s requirements and better manage and control our counterparty risk. [It] has helped Barclays to demonstrate quantitatively that we hold an ...

Price makers can now utilize MISX Pricing Quality Analytics to more quickly identify where opportunities to price are being missed and why, such as due to internal counterparty setup, enablement ...