Credit risk: Difference between revisions
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imported>Doug Williamson (Categorise page.) |
imported>Doug Williamson (Link with Covenant page.) |
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== See also == | == See also == | ||
* [[Banker's payment]] | * [[Banker's payment]] | ||
* [[Covenant]] | |||
* [[Credit default swap]] | * [[Credit default swap]] | ||
* [[Credit derivative]] | * [[Credit derivative]] | ||
Revision as of 15:43, 11 January 2014
- 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.
- 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
- Banker's payment
- Covenant
- Credit default swap
- Credit derivative
- Credit exposure
- Event risk
- Exchange-for-value system
- Pre-settlement risk
- Price risk
- Prime bank
- Principal risk
- Replacement cost risk
- Risk mitigation
- Sovereign risk
