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- .... A long dated exposure in a derivatives portfolio can lead to substantial mark-to-market losses if the counterparty deteriorates, even if there is no default event6 KB (900 words) - 13:45, 16 April 2020
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- ...t positive dependency between the [[Counterparty]]’s [[Default]] and the mark-to-market value of the contract.440 bytes (57 words) - 15:37, 7 October 2021
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- ...alue of credit assets over a given period. This value can be computed on a mark-to-market basis or an accounting basis (e.g. under IFRS 9 / CECL)769 bytes (134 words) - 20:22, 24 October 2018
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- ...nancial services firms (Banks) for exposures that are not accounted on a [[Mark-to-Market]] basis3 KB (359 words) - 14:21, 5 February 2020
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- ...nts to reduce its replacement cost risk and should fully collateralise its mark-to-market exposure on physically settling FX swaps and forwards with counterparties t4 KB (535 words) - 11:45, 26 March 2021
- ...dit risk management process, with an over reliance on collateralisation of mark-to-market exposures. Insufficient weight was placed on in-depth credit analyses of th2 KB (337 words) - 11:46, 26 March 2021
- ...work already establishes a minimum capital charge to capture the potential mark-to-market losses faced by a bank from the deterioration in a counterparty's creditwor4 KB (561 words) - 11:47, 26 March 2021
- ...d by the development of credit risk transfer markets and the broad move to mark-to-market accounting for a wide variety of financial instruments. This has raised que2 KB (292 words) - 11:50, 26 March 2021
- ...d Shortfall, mark-to-market framework for setting regulatory capital. This mark-to-market underpinning, along with other key assumptions, is intended to render the M2 KB (292 words) - 11:50, 26 March 2021
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