Credit risk: Difference between revisions
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* [[Credit derivative]] | * [[Credit derivative]] | ||
* [[Credit exposure]] | * [[Credit exposure]] | ||
* [[Credit risk diversification]] | |||
* [[Capital risk]] | * [[Capital risk]] | ||
* [[Event risk]] | * [[Event risk]] | ||
Revision as of 19:32, 23 July 2016
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
- Banker's payment
- Counterparty risk
- Covenant
- Credit default swap
- Credit derivative
- Credit exposure
- Credit risk diversification
- Capital risk
- Event risk
- Exchange-for-value system
- MCT
- Pre-settlement risk
- Price risk
- Prime bank
- Principal risk
- Replacement cost risk
- Risk mitigation
- Sovereign risk
- Putting a limit on losses
