Pre-settlement Risk & PFE -Forward & TARF
4 mins read This is the second in the series on the calculation of Pre-settlement Risk (PSR) & Potential Future Exposure (PFE) for
4 mins read This is the second in the series on the calculation of Pre-settlement Risk (PSR) & Potential Future Exposure (PFE) for
5 mins read Pre-settlement Risk (PSR) & Potential Future Exposure (PFE) calculates the counterparty credit risk for derivative transactions. PSR calculates counterparty default
5 mins read Counterparty Risk Limits PSR Limits Pre-settlement risk (PSR) is the risk that a counterparty to a transaction, such as a forward