Credit risk: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Add link.) |
imported>Doug Williamson (Add links.) |
||
| Line 25: | Line 25: | ||
* [[Exchange-for-value system]] | * [[Exchange-for-value system]] | ||
* [[MCT]] | * [[MCT]] | ||
* [[Operational risk]] | |||
* [[Pre-settlement risk]] | * [[Pre-settlement risk]] | ||
* [[Price risk]] | * [[Price risk]] | ||
* [[Prime bank]] | * [[Prime bank]] | ||
* [[Principal risk]] | * [[Principal risk]] | ||
* [[Putting a limit on losses]] | |||
* [[Replacement cost risk]] | * [[Replacement cost risk]] | ||
* [[Reputational risk]] | |||
* [[Risk mitigation]] | * [[Risk mitigation]] | ||
* [[Sovereign risk]] | * [[Sovereign risk]] | ||
* [[ | * [[Transaction risk]] | ||
Revision as of 11:23, 10 February 2017
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
- CCR
- Counterparty risk
- Covenant
- Credit default swap
- Credit derivative
- Credit exposure
- Credit risk diversification
- Capital risk
- ECL
- Event risk
- Exchange-for-value system
- MCT
- Operational risk
- Pre-settlement risk
- Price risk
- Prime bank
- Principal risk
- Putting a limit on losses
- Replacement cost risk
- Reputational risk
- Risk mitigation
- Sovereign risk
- Transaction risk
