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Market Risk - Counterparty Risk

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063426-0187

A highly focused compilation of articles on Counterparty Risk. Articles may come from The RMA Journal, The Commercial Lending Newsletter, or RMA’s publication, Credit Considerations.

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Table of Contents

The Impact of Single-Counterparty Credit Limits on Securities Financing, Xu, Chen. The RMA Journal, v99n7, 44-50, 7 pages, Apr 2017.

Central Counterparty Clearing Ensuring the Financial Integrity of Your Transactions, O'Connell, Michael ; Labuszewski, John W. The RMA Journal: The Journal of Enterprise Risk Management, v97n5, 68-72, 5 pages Feb 2015.

RMA/Deloitte Survey on Collateral Management: What the Practitioners Are Doing, Choudhry, Zeshan ; Garritt, Fran ; Rothwell, Sinead ; Rouse, Robert, The RMA Journal, v96n5, 24-31, 8 pages Feb 2014.

Managing Counterparty Credit Risk in Traded Product Portfolios, Greyshock, Tammy S. The RMA Journal, v93n7, 42-45, 4 pages Apr 2011.

How Silos Obstruct Counterparty Risk Control and How Banks Are Relearning Old Lessons, Mulcahy, Val ; Sassieni, Paul, The RMA Journal, v91n6, 30-35, 6 pages Mar 2009.

Liability Dynamics: A New Analytic Framework for Counterparty Risk Management?, Blount, Ed, The RMA Journal, v91n6, 26-29, 4 pages Mar 2009.

The Bear Market Posse, or Counterparty Risk Management during the Recent Turmoil, Blount, Ed, The RMA Journal, v91n1, 28-32, 5 pages Sep 2008.

Countering the Counterparty Conundrum, Roman, Jonathan D. The RMA Journal, v90n6, 28-32, 5 pages Mar 2008.

Counterparty Credit Risk Exposure from a Regional Bank Perspective, Taylor, Jeremy, The RMA Journal, v89n6, 18-21, 4 pages, Mar 2007.

Survey of Market Risk Trading Activities and Counterparty Risks, Garritt, Fran ; McIntosh, Murray ; Roman, Jonathan, The RMA Journal, v89n6, 8-13, 6 pages, Mar 2007.

Market Risk- Counterparty Credit Risk March 2004 Survey: Executive Summary, Garritt, Fran ; Stern, Phil, The RMA Journal, v87n4, 16-17, 2 pages Dec 2004.

Economic Capital for Counterparty Credit Risk, Picoult, Evan, The RMA Journal, v86n6, 44-51, 8 pages Mar 2004.