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  • Counterparty Risk Management Policy Group (CRMPG): Improving Counterparty Risk Management

    • CM-B.1.3

      The objective of this report (see www.isda.org/educat/pdf/CRMPG-report6-99.pdf), which was developed by a committee of market practitioners in the wake of the 1998 market disruptions, discusses counterparty credit risk and market risk management practices and how they can be enhanced.

      October 07

    • CM-B.1.4

      The report covers four subject areas: transparency and counterparty credit assessments; risk measurement, management, and reporting; market practices and conventions; and regulatory reporting.

      October 07

    • CM-B.1.5

      Of particular interest to risk managers is guidance provided in two areas, one on liquidity risk and leverage, and the other on counterparty credit exposure estimation.

      October 07