Managing CCR to reduce the all-in cost of OTC derivatives portfolios

Home https://ift.tt/e0aC65M Erik Petri, head of triBalance at OSTTRA, explores how counterparty credit risk (CCR) compounds the costs of trading over-the-counter (OTC) derivatives and the maintenance of derivatives portfolios, examining the nuances of OTC credit risk management, and proposing key ways organisations can manage and optimise CCR