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Investment

Was ist Gegenparteirisiko?

Gegenparteirisiko The risk that the other party in a financial transaction may default on contractual obligations, causing financial loss. In portfolio management, it is a key risk factor in derivatives, securities lending, repo, and OTC contracts.

Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework

How is “Gegenparteirisiko” Used in Practice?

Portfoliomanager müssen das Gegenparteirisiko vor dem Eingehen von OTC-Derivaten bewerten, um die Einhaltung interner Risikolimits und aufsichtsrechtlicher Anforderungen sicherzustellen.

Certification Exam Relevance

CFAACCAFRM

Who Needs to Know This Term?

  • Financial Analysts
  • Bankers
  • Traders

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Frequently Asked Questions

Was ist Gegenparteirisiko?

The risk that the other party in a financial transaction may default on contractual obligations, causing financial loss. In portfolio management, it is a key risk factor in derivatives, securities lending, repo, and OTC contracts.

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