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From Open Risk Manual
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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
- 8 KB (1,110 words) - 16:01, 16 January 2023
- ...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
- 85 KB (10,204 words) - 14:53, 9 April 2020
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