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https://www.bis.org/publ/bcbs279.htm
The standardised approach for measuring counterparty credit risk exposures
Abstract of "The standardised approach for measuring counterparty credit risk exposures - final document", March 2014 The Basel Committee's final standard on...
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https://www.cmegroup.com/articles/case-study/case-study-efrps-as-fx-overlay-manager-risk-tool-for-a-pension-fund.html
Case Study: Mitigate counterparty risk when using an FX overlay manager to hedge an illiquid asset
Learn how exchange for related positions, or EFRPs, can help pension funds avoid risk exposure if an FX overlay manager needs to be replaced unexpectedly.
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https://www.econstor.eu/handle/10419/257904
EconStor: Risk factor evolution for counterparty credit risk under a hidden Markov model
EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW.
risk factoreconstorevolutioncounterpartycredit
https://cointelegraph.com/news/fhfa-homebuyers-risk
FHFA Could Expose Homebuyers To Greater Counterparty Risk
Jul 19, 2025 - The FHFA directive on crypto in mortgage risk assessments risks excluding self-custodied assets, potentially increasing counterparty risk for homebuyers.
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https://www.bankofengland.co.uk/speech/2012/on-counterparty-risk
On counterparty risk - Andy Haldane | Bank of England
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https://www.bis.org/bcbs/publ/d333.htm
Basel III: The standardised approach for measuring counterparty credit risk exposures: Frequently...
The Basel Committee on Banking Supervision has received a number of interpretation questions related to the Standardised Approach for measuring counterparty...
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