Credit quality
From ACT Wiki
Credit risk - credit analysis - credit ratings.
Credit quality measures the degree of confidence with which it is expected that a counterparty will settle an obligation for full value.
It can apply to the counterparty overall, or to a particular obligation.
Credit quality is sometimes measured by credit ratings.
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 rating
- Credit rating agency
- Credit rating risk
- Credit 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