Generated on 2014/06/19 at 04:58:34 AM

Risk Item: Right-way Risk

Acronym or Abbreviation
Alias or Synonym
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Description (HTML)	Example of right-way risk: Bank enters a swap with an oil producer (CP) where Bank pays fixed and receives the floating crude oil price Bank sells credit protection on an underlying reference entity whose credit quality is positively correlated with that of CP Bank selling call options on its own stock
Source Description	Morgan Stanley presentation
Source URL	http://www.math.bme.hu/~gnagy/mmsz/eloadasok/FathGabor2011.pdf
Document	No document attached...
Item Quality Status (Item Quality Status)	Incomplete
Updated by	webea.09
Updated on	2014-04-10 17:52:21
included in	Risk Credit Risk