Counterparty Risk

References

• Risk Management of Financial Derivatives and Bank Trading Activities (OCC 1999-2, Supplemental Guidance)
  Summarizes key lessons learned and fundamental control issues reaffirmed by financial institutions' experience since mid-1997
• Credit Derivatives – Guidelines for National Banks (OCC 1996-43, August 1996); Risk Management of Financial Derivatives (BC 277, November 1993)
  Covers supervisory guidance on issues related to bank participation in the developing market for credit derivatives