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  1. B

    Does selling a call option also counterparty risk free?

    Thanks Eltanariel. Much appreciated.
  2. B

    Does selling a call option also counterparty risk free?

    Thanks Eltanariel. Would there be any Potential future exposure (PFE) in this case? Thanks
  3. B

    Does selling a call option also counterparty risk free?

    Thanks Eltanariel In that case what would be the m2m calc from sellers perspective?would the premium amount be reflected as the positive m2m and PFE of 0? Thanks
  4. B

    Does selling a call option also counterparty risk free?

    Thanks David. Its been some time. Just a follow up on the above response. If premiums are paid on a forward basis (not upfront), will you still say sold options don't attract CCR? Also, another question was, if premiums are paid on a forward basis, the EAD as per Basel is M2M + Net PFE. So will...
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