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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