counterparty credit risk

Defined in Article 272, Capital Requirements Regulation (CRR)

Definitions over time (1)

1. 28/06/2013 – today applies on 12/11/2026 Article 272, Capital Requirements Regulation (CRR) Scope: Part III Title II Chapter 6 Also: CCR

   For the purposes of this Chapter and of Title VI of this Part, the following definitions shall apply:

   ‘counterparty credit risk’ or ‘CCR’ means the risk that the counterparty to a transaction could default before the final settlement of the transaction's cash flows;

Used in (74 places in 18 provisions on 12/11/2026)

Capital Requirements Regulation (CRR) (74 in 18)

Article 272³ · Article 273⁴ · Article 274 · Article 280c · Article 283 · Article 284⁴ · Article 286¹³ · Article 287³ · Article 288⁸ · Article 289⁷ · Article 290⁵ · Article 291 · Article 292 · Article 293⁷ · Article 294¹¹ · Article 297 · Article 299² · Article 306