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What is Credit Risk Management in FX Transactions about?

This document discusses tools for mitigating credit risk in foreign exchange transactions. It notes that credit risk is the risk of counterparty default or failure to pay. Risk is quantified as the current market value plus expected changes. Most FX transactions have short tenors of under a year, helping manage risk. Master netting agreements and credit support annexes (CSAs) are mechanisms to mitigate credit risk by allowing offsetting of collateral in the event of default. CSAs define required collateral

Author

Gaurav Madanpuri

Language

EN