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Imperial Chemical Industries (ICI)
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ICI » Topics » Counterparty credit risk

This excerpt taken from the ICI 6-K filed Mar 21, 2007.
Counterparty credit risk
The Group’s counterparty credit risks arise mainly from non-central operating cash held on short-term bank deposit, the positive “mark to market” effect of swaps and counterparty risk arising from the liquidity of the Group’s captive insurance company. The Group considers the risk of material loss in the event of non-performance by a financial or non-financial counterparty to be low.

This excerpt taken from the ICI 20-F filed Apr 1, 2005.
Counterparty credit risk
The Group’s counterparty credit risks arise mainly from non-central operating cash held on short-term bank deposit, the positive “mark to market” effect of swaps and counterparty risk arising from the liquidity of the Group’s captive insurance company. The Group considers the risk of material loss in the event of non-performance by a financial counterparty to be low.

This excerpt taken from the ICI 6-K filed Mar 16, 2005.
Counterparty credit risk
The Group’s counterparty credit risks arise mainly from non-central operating cash held on short-term bank deposit, the positive “mark to market” effect of swaps and counterparty risk arising from the liquidity of the Group’s captive insurance company. The Group considers the risk of material loss in the event of non-performance by a financial counterparty to be low.

EXCERPTS ON THIS PAGE:

6-K
Mar 21, 2007
20-F
Apr 1, 2005
6-K
Mar 16, 2005

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