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Counterparty risk is the probability that the other party in an investment, credit, or trading transaction may not fulfill its part of the deal and may default on the contractual obligations.
Risk Management of Financial Derivatives and Bank Trading Activities (OCC 1999-2, Supplemental Guidance)
Credit Derivatives – Guidelines for National Banks (OCC 1996-43, August 1996); Risk Management of Financial Derivatives (BC 277, November 1993)
Containing Systemic Risk: The Road to Reform (Counterparty Risk Management Group III, August 2008)
Toward Greater Financial Stability: A Private Sector Perspective (Counterparty Risk Management Group II, July 2005)