Which of the following describes counterparty risk?

You are implementing Credit Risk Analyzer.

Which of the following describes counterparty risk? Note: There are 2 correct answers to this question.
A . It relates to a counterparty not fulfilling their contractual agreements.
B. It is subdivided into credit risk and settlement risk.
C. It is reportable in Market Risk Analyzer.
D. It exists only during the settlement period of the trades.

View Answer

Answer: C,D