Otc derivatives and counterparty risk management

Francesco Germini, Pasqualina Porretta and Massimo Proietti
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Francesco Germini: Iccrea Banca
Massimo Proietti: Iccrea Banca

BANCARIA, 2011, vol. 01, 45-62

Abstract: Otc derivatives Counterparty risk has assumed a fundamental role within the risks assumed by Sifis, Sistemically Important Financial Institutions. Different Counterparty risk management procedures have been introduced by regulatory provisions and market best practices. Moreover, the European Collateral Directive has simplified the risk collateralization

Keywords: Counterparty risk; Counterparty Risk Collateralization; Credit Support Annex; Counterparty Risk Management (search for similar items in EconPapers)
JEL-codes: G15 G21 G28 G32 (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:ban:bancar:v:01:y:2011:m:january:p:45-62

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