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Что такое Контрагентский кредитный риск?

Контрагентский кредитный риск The risk that the counterparty to a financial contract will default before the final settlement of the transaction’s cash flows.

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

How is “Контрагентский кредитный риск” Used in Practice?

Контрагентский кредитный риск — критический фактор в операциях с деривативами и финансировании ценных бумаг, требующий надежного управления рисками.

Certification Exam Relevance

CFAACCAFRM

Who Needs to Know This Term?

  • Financial Analysts
  • Bankers
  • Traders

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Frequently Asked Questions

Что такое Контрагентский кредитный риск?

The risk that the counterparty to a financial contract will default before the final settlement of the transaction’s cash flows.

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