The Effectiveness of Downgrade Provision in Reducing Counterparty Credit Risk

• 30 June 1995
• journal article
• Published by With Intelligence LLC in The Journal of Fixed Income
• Vol. 5  (1) , 32-41
• https://doi.org/10.3905/jfi.1995.408134

Abstract

Keywords

• COUNTERPARTY CREDIT
• REDUCING COUNTERPARTY
• DOWNGRADE PROVISION
• CREDIT RISK
• EFFECTIVENESS