Back value date and Credit risk: Difference between pages
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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 == | == See also == | ||
* [[ | * [[Banker's payment]] | ||
* [[ | * [[CCR]] | ||
* [[ | * [[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]] | |||
===Other links=== | |||
[http://www.treasurers.org/node/4351 Credit risk, Will Spinney, ACT 2008] | |||
[[Category:Manage_risks]] | |||
Revision as of 20:52, 4 August 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
- CCR
- 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
