Margin risk: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Create the page. Source: ACT DTM Reading 4.4.) |
imported>Doug Williamson (Make it clear whose credit risk margin is relevant, namely the borrower's own.) |
||
Line 1: | Line 1: | ||
The risk for a borrower of an adverse change in | The risk for a borrower of an adverse change in its borrowing margin. | ||