Counterparty credit risk assessment differs from traditional credit risk assessment in all of the following features EXCEPT:

exams ICBRR ICBRR exam 0 Comments

Counterparty credit risk assessment differs from traditional credit risk assessment in all of the following features EXCEPT:
A . Exposures can often be netted
B . Exposure at default may be negatively correlated to the probability of default
C . Counterparty risk creates a two-way credit exposure
D . Collateral arrangements are typically static in nature

Answer: D