Knowledge

Literature

Counterparty Exposure Monitoring and Limits

by Anthony Lim

Current Exposure Knowing your risk exposure is the foundation for all risk management framework. For counterparty risk management, exposure can be quantified in a systematic and methodological mann...
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Key Terms in ISDA Master Agreement and Credit Support Annex

by Anthony Lim

International Swaps and Derivatives Association Master Agreement (ISDA MA) and Credit Support Annex (CSA) Why is ISDA MA and CSA so important in managing counterparty risk? OTC derivatives, is a ve...
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What is Counterparty Risk

by Anthony Lim

What is Counterparty Risk? Counterparty credit risk or also known as the risk of another party not honouring the obligations in a contract or agreement. This could be due to a default (or bankruptc...
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