Does Collateralization Completely Eliminate Counterparty Risk?

No, collateralization significantly reduces, but does not completely eliminate, counterparty risk. Residual risks remain, such as legal risk (if the collateral agreement is unenforceable), liquidity risk (if the collateral is hard to sell), and wrong-way risk (if the counterparty's default risk is correlated with the value of the collateral).

What Is the Risk of ‘Wrong-Way’ Correlation in a Portfolio Margining System?
How Does Residual Consensus Risk Affect the Hedging Cost for Derivatives Issuers?
What Risks Are Unique to the Physical Transfer of Bitcoin during Settlement?
What Is the Risk of Rehypothecation of Collateral?
What Is the Risk of “Wrong-Way Risk” When Netting Positions?
Define the Term “Wrong-Way Risk” in the Context of Collateralization
How Does the Correlation between Collateral and the Underlying Derivative Affect the Haircut?
How Does the Use of Bitcoin as Collateral for a Bitcoin Derivative Create Wrong-Way Risk?

Glossar