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Counterparty Risk

Counterparty risk is the probability that the other party in an investment, credit, or trading transaction may not fulfill its part of the deal and may default on the contractual obligations.

See also Counterparty Risk Management Policy Group (CRMPG) and Bank for International Settlements (BIS).


External References

Related News and Issuances

11/30/2020 OCC 2020-105 Volcker Rule: Quantitative Measurements
03/27/2020 OCC 2020-28 Standardized Approach for Counterparty Credit Risk: Notice to Allow Early Adoption
02/18/2020 OCC 2020-7 Standardized Approach for Counterparty Credit Risk: Final Rule