Credit risk: Difference between revisions
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== See also == | == See also == | ||
* [[4Cs of credit]] | |||
* [[5Cs of credit]] | |||
* [[Banker's payment]] | * [[Banker's payment]] | ||
* [[Capacity]] | |||
* [[CCR]] | * [[CCR]] | ||
* [[Character]] | |||
* [[Collateral]] | |||
* [[Commercial credit risk]] | |||
* [[Counterparty risk]] | * [[Counterparty risk]] | ||
* [[Covenant]] | * [[Covenant]] | ||
* [[Credit]] | |||
* [[Credit analysis]] | |||
* [[Credit concentration risk]] | |||
* [[Credit default swap]] | * [[Credit default swap]] | ||
* [[Credit derivative]] | * [[Credit derivative]] | ||
* [[Credit exposure]] | * [[Credit exposure]] | ||
* [[Credit migration risk]] | |||
* [[Credit quality]] | |||
* [[Credit rating]] | |||
* [[Credit rating agency]] | |||
* [[Credit rating risk]] | |||
* [[Credit risk diversification]] | * [[Credit risk diversification]] | ||
* [[Credit risk management]] | |||
* [[Credit spread risk]] | |||
* [[Credit spread risk in the banking book]] | |||
* [[Capital risk]] | * [[Capital risk]] | ||
* [[Default]] | |||
* [[ECL]] | * [[ECL]] | ||
* [[Event risk]] | * [[Event risk]] | ||
* [[Exchange-for-value system]] | * [[Exchange-for-value system]] | ||
* [[High-yield]] | |||
* [[KMV]] | * [[KMV]] | ||
* [[Loss Given Default]] (LGD) | |||
* [[Merton distance-to-default]] | * [[Merton distance-to-default]] | ||
* [[Obligation]] | |||
* [[Operational risk]] | * [[Operational risk]] | ||
* [[Pre-settlement risk]] | * [[Pre-settlement risk]] | ||
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* [[Prime bank]] | * [[Prime bank]] | ||
* [[Principal risk]] | * [[Principal risk]] | ||
* [[Probability of Default]] (PD) | |||
* [[Putting a limit on losses]] | * [[Putting a limit on losses]] | ||
* [[Replacement cost risk]] | * [[Replacement cost risk]] | ||
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* [[Risk mitigation]] | * [[Risk mitigation]] | ||
* [[Sovereign risk]] | * [[Sovereign risk]] | ||
* [[TED spread]] | |||
* [[Transaction risk]] | * [[Transaction risk]] | ||
[[Category:Manage_risks]] | [[Category:Manage_risks]] | ||
Latest revision as of 12:35, 13 September 2023
1.
The risk that a counterparty will not settle an obligation for full value, either when due or at any time thereafter.
In exchange-for-value settlement systems, the risk is generally defined to include both replacement cost risk and principal risk.
2.
A weighted measure reflecting both the maximum possible amount of the credit loss (also known as the credit exposure), and the likelihood of such loss.
See also
- 4Cs of credit
- 5Cs of credit
- Banker's payment
- Capacity
- CCR
- Character
- Collateral
- Commercial credit risk
- Counterparty risk
- Covenant
- Credit
- Credit analysis
- Credit concentration risk
- Credit default swap
- Credit derivative
- Credit exposure
- Credit migration risk
- Credit quality
- Credit rating
- Credit rating agency
- Credit rating risk
- Credit risk diversification
- Credit risk management
- Credit spread risk
- Credit spread risk in the banking book
- Capital risk
- Default
- ECL
- Event risk
- Exchange-for-value system
- High-yield
- KMV
- Loss Given Default (LGD)
- Merton distance-to-default
- Obligation
- Operational risk
- Pre-settlement risk
- Price risk
- Prime bank
- Principal risk
- Probability of Default (PD)
- Putting a limit on losses
- Replacement cost risk
- Reputational risk
- Risk mitigation
- Sovereign risk
- TED spread
- Transaction risk
