How Does the Counterparty Risk Factor into an RFQ-based Trade?

In an RFQ-based trade, especially in the OTC market, counterparty risk is significant because the trade is a bilateral agreement between two parties. The risk is that the counterparty may default before settlement.

This risk is typically mitigated by trading through a central clearing counterparty (CCP) or by requiring collateral (margin) to be posted. The perceived creditworthiness of the market maker can influence the quoted spread.

What Role Does Market Volatility Play in the Actual Execution Price versus the Quoted Price?
What Is Counterparty Risk and How Is It Mitigated on Centralized Crypto Options Exchanges?
What Market Structure Element Allows for the Effective Spread to Be Narrower than the Quoted Spread?
How Is the ‘Effective Spread’ Calculated, and Why Is It a Better Measure of the Cost of Immediacy than the Quoted Spread?
Explain the Difference between ‘Theoretical Price’ and ‘Quoted Price’ in an RFQ
What Is the Effective Spread and How Does It Differ from the Quoted Spread in a Thin Market?
What Is the Role of a “Tick Chart” in Visualizing the Difference between Quoted and Effective Spread?
What Is the Difference between a ‘Quoted Price’ and a Market maker’S’theoretical Fair Value’?

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