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Otc derivatives and counterparty risk management

Author

Listed:
  • Francesco Germini

    (Iccrea Banca)

  • Pasqualina Porretta

    (Università di Roma «La Sapienza»)

  • Massimo Proietti

    (Iccrea Banca)

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

Suggested Citation

  • Francesco Germini & Pasqualina Porretta & Massimo Proietti, 2011. "Otc derivatives and counterparty risk management," BANCARIA, Bancaria Editrice, vol. 1, pages 45-62, January.
    • Handle: RePEc:ban:bancar:v:01:y:2011:m:january:p:45-62
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    File URL: http://www.bancariaeditrice.it/prodotti/vedi/prodotto/id/2443/bancaria-n-1-2011
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    More about this item

    Keywords

    Counterparty risk; Counterparty Risk Collateralization; Credit Support Annex; Counterparty Risk Management;
    All these keywords.

    JEL classification:

    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill

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