Counterparty Credit Risk (CCR)

Category: Credit Risk · Abbreviation: CCR

What is Counterparty Credit Risk?

Risk that a counterparty to a financial contract will fail to fulfill their contractual obligations.

Related terms

• Credit Risk
• CVA
• Exposure

More Credit Risk terms

• Collateral
• Concentration Risk
• Credit Risk
• Credit Value Adjustment (CVA)
• Debt Value Adjustment (DVA)
• Default

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