2. Parties to a forward contract are exposed to counterparty risk which is the risk that the...

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2. Parties to a forward contract are exposed to counterparty risk which is the risk that the counterparty will not satisfy its contractual obligations.

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Measuring And Controlling Interest Rate And Credit Risk

ISBN: 9780471268062

2nd Edition

Authors: Frank J. Fabozzi, Steven V. Mann, Moorad Choudhry

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