‹ CRA-6.2.1 CRA-6.3 Market Risk › CRA-6.2.2 Among other things, the licensee's policies and procedures must identify the limits it applies to counterparties, how it monitors movements in counterparty risk and how it mitigates loss in the event of counterparty failure. Added: April 2019 ‹ CRA-6.2.1 CRA-6.3 Market Risk ›