Home Information FAQs Contact Us

ICAAP Support



ICAAP Key Risks: Counterparty Credit Risk

What is Counterparty Credit Risk?

What should be considered when assessing counterparty credit risk and how can counterparty credit risk be defined?

Counterparty Credit Risk

Counterparty Credit Risk is generally deemed to be the risk that whilst a counterparty may have actioned the settlement of a transaction, there is the risk that the transaction could default before final settlement.

The Regulator informs, that Counterparty Credit Risk “(in accordance with Part 1 of Annex III of the Banking Consolidation Directive and for the purposes of BIPRU), the risk that the counterparty to a transaction could default before the final settlement of the transaction’s cash flows.

Related Reading - see also:

<< Back to ICAAP Information & Terms

Help & Info FAQs Send Enquiry

ICAAP Support Services

If your firm would like information on our ICAAP support services such as assistance in examining your ICAAP to ensure it is appropriately assessed for your current business plan and activities or assistance in documenting this review, please contact us. Our experienced ICAAP Consultants would be happy to help, so send an enquiry or telephone today.

Telephone: 020 3813 2890