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Frequency of Losses from Counterparty R 074 Example of 0o0 0 Number of Losse 13 Analysis of Severity of Losses from Counterparty Risk each of the Loss Severity 0002,000,000 6000,000 4,000000 8.000,000 Six Risks: Figure 27. 3 Total Losses from Counterparty Risk Counterparty 025 Total Annt Risk 000 0.00875,0001,750,0002625,0003,500,000 Figure 27. 3D EBIT with and without Counterparty Risk 015 00015000.00 45.000.00 30.000.00 60.000.00 With Counterparty Risk Without Counterparty Risk8 Example of Analysis of each of the Six Risks: Counterparty Risk
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