What Is “Counterparty Risk” and How Do Regulated Exchanges Mitigate It?

Counterparty risk is the risk that the other party to a financial transaction will fail to fulfill their contractual obligations. Regulated futures exchanges mitigate this by acting as the central counterparty (CCP) through a clearing house.

The clearing house guarantees the trade, interposing itself between the buyer and seller, and uses margin requirements to cover potential losses.

What Is the Function of a Clearing House in Futures Trading?
How Does a Clearing House Guarantee the Anonymity of Counterparties?
What Is the Sequence of Resources Used by a Clearing House in Case of a Member Default?
What Is the Role of a Clearing House in Mitigating Counterparty Risk for Derivatives?
How Does the Clearing House Manage the Risk of a Major Market Participant Default?
Who Contributes to a Clearing House’s Default Fund?
What Is Counterparty Risk and How Does a Clearing House Mitigate It for Exchange-Traded Derivatives?
What Is the Purpose of a Clearing House in Managing Margin Requirements?

Glossar