counterparty risk


counterparty risk
риск контрагента; (Thomas Murray) риск взаимодействия (контрагентов)
C&S риск, связанный с возможностью неисполнения контрагентом своих обязательств по сделке в полном объеме
Риск взаимодействия (контрагентов) – риск, возникающий в ситуации, когда контрагент не может полностью покрыть обязательства по расчетам. Это полный дефолт депонента или другого участника рынка, включая центральный депозитарий. В этом случае участник не может исполнить свои финансовые обязательства перед центральным депозитарием и, возможно, перед другими кредиторами. Этот риск затрагивает только прямых клиентов депозитария, и не включает дефолт клиентов депонентов, даже если он приведет к дефолту депонента.
Один из видов рисков, используемых Рейтинговым агентством Thomas Murray для оценки надежности центральных депозитариев. Другие виды рисков:
подр. см. сайт Thomas Murray:
www.thomasmurray.com)

Англо-русский словарь терминов по депозитарному хранению и клирингу. . 2002-2009.

Смотреть что такое "counterparty risk" в других словарях:

  • Counterparty Risk — The risk to each party of a contract that the counterparty will not live up to its contractual obligations. Counterparty risk as a risk to both parties and should be considered when evaluating a contract. In most financial contracts, counterparty …   Investment dictionary

  • counterparty risk — The risk that a counterparty will default (fail to perform) on its obligation under a contract. Counterparty risk is not limited to credit risk (the risk that the counterparty cannot fulfill its contractual obligations) but may also result from… …   Financial and business terms

  • counterparty risk — The risk that either of the parties to a contract (counterparties) will fail to honour their obligations under the contract. In such organized markets as the London International Financial Futures and Options Exchange this risk is reduced by the… …   Big dictionary of business and management

  • counterparty risk — sandorio šalies rizika statusas Aprobuotas sritis kolektyvinio investavimo subjektų veikla apibrėžtis Tikimybė, kad kolektyvinio investavimo subjektas patirs nuostolių dėl sandorio šalies nesugebėjimo iki galutinio atsiskaitymo momento įvykdyti… …   Lithuanian dictionary (lietuvių žodynas)

  • Counterparty risk — The risk that the other party to an agreement will default. In an options contract, the risk to the option buyer that the option writer will not buy or sell the underlying as agreed. The New York Times Financial Glossary * * *    ► See Credit… …   Financial and business terms

  • counterparty risk requirement — ( CRR) A component of the financial resources requirement for both ISD and non ISD firms. The CRR requires that timely provision is made in case of bad debts/non deliveries. Dresdner Kleinwort Wasserstein financial glossary …   Financial and business terms

  • Counterparty — A counterparty (sometimes contraparty) is a legal and financial term. It means a party to a contract. A counterparty is usually the entity with whom one negotiates on a given agreement, and the term can refer to either party or both, depending on …   Wikipedia

  • Counterparty — The other party that participates in a financial transaction. Every transaction must have a counterparty in order for the transaction to go through. More specifically, every buyer of an asset must be paired up with a seller that is willing to… …   Investment dictionary

  • risk — speculative risk A possibility of financial loss (whether in absolute terms or relative to expectations) that is inseparable from the opportunity for financial gain. Some of the major categories are market risk, credit risk, liquidity risk, and… …   Big dictionary of business and management

  • Counterparty credit risk —   Risk that the counterparty will fail to meet its obligations under the terms agreed of all contracts resulting in possible replacement costs. Counterparty credit risk is becoming an important factor in the derivatives markets (such as swaps).… …   International financial encyclopaedia

  • counterparty — A term used to identify the other party in a two party transaction. For example, the counterparty of a buyer is the seller to that buyer. The term counterparty is frequently used to identify the other party in repurchase agreement transactions… …   Financial and business terms

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