Finance and Credit

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Finance and Credit

3(387) - 2010 January

Identification and classification of the central counterparty risks in the on-exchange financial market

Vol. 16, Iss. 3, JANUARY 2010

Available online: 27 January 2010

Subject Heading: THE CENTRAL COUNTERPART

JEL Classification:

Utkin V.S. Candidate of Economic Science, Head Teacher, Department of Banks and bank management, Academy of Finance under the Government of Russian Federation
Utkin@nkcbank.ru

The author gives detailed description and deep analysis of all types of risks related to the central counterparty activity. The analysis is based on comprehensive research of Recommendations worked out by the Committee on Payment and Settlement Systems (CPSS) and Technical Committee of the International Organization of Securities Commissions (IOSCO). The author, in conclusion, emphasizes the importance for the Russian CCPs to have clear understanding of all Recommendation and their application on practical activity of clearing organizations-CCPs in the financial markets to achieve full compliance with international standards and practices of risk management.

Keywords: central counterparty, risk management, financial market, credit counterparty risk, stress-testing

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ISSN 2311-8709 (Online)
ISSN 2071-4688 (Print)

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