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       Appendix I: Working Papers Global Deriva...
         I. Credit Risk Measurement
         II. Credit Risk Management
         III. Conclusion










 

Appendix I: Working Papers Global Derivatives Study Group

II. Credit Risk Management

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Internal Controls

Before Executing Transactions

Monitoring the Counterparty

Documentation

Up-Front Risk Assessment

Ongoing Monitoring and Credit

Early Termination

Payments After Early Termination

Strategies For Credit Enhancement

Credit Enhancement by Reducing

Credit Enhancement by Reducing

Multilateral Netting

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