ERM-110-12: Derivatives: Practice and Principles, Recommendations 9-24 & Section III


Reading Source: ERM-110-12 Study Note

Topics Covered in this Reading:

  • Credit Risk Measurement and Management
  • Enforceability
  • Systems, Operations, and Controls
  • Accounting and Disclosure
  • Recommendations for Legislators, Regulators, and Supervisors
  • Assessing and Managing the Risks of Derivatives
    • Market Risk
    • Credit Risk
    • Operational Risk
    • Legal Risk