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VGU RESEARCH REPOSITORY


Please use this identifier to cite or link to this item: https://epub.vgu.edu.vn/handle/dlibvgu/678
Title: Counterparty risk from OTC derivatives
Authors: Tran Khanh Duy 
Keywords: OTC derivatives;Counterparty risk
Issue Date: 2018
Publisher: Vietnamese-German University
Abstract: 
OTC derivatives are exclusive contract between parties without the supervision of any exchange. OTC derivatives are remarkable parts of modern finance. Each party that participates in the contract has its owed credit risk corresponding to other parties. Reducing counterparty risk is very necessary to protect the other in case one party default. In this bachelor thesis, I author focuses on two methods that are normally used to reduce counterparty risk: CCP and exchange collateral. Moreover, I also analyze in annual reports and “pillar 3 reports” of some banks to investigate in case counterparty risk has been reduced.
URI(1): http://epub.vgu.edu.vn/handle/dlibvgu/678
Rights: Attribution-NonCommercial 4.0 International
Appears in Collections:Finance & Accounting (FA)

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