Bank of England and Credit risk: Difference between pages

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imported>Doug Williamson
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imported>Doug Williamson
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(BOE or BoE).
1.
   
 
The central banking authority in the UK.
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 ==
* [[Bank]]
* [[Banker's payment]]
* [[Bank for International Settlements]]
* [[CCR]]
* [[Bank supervision]]
* [[Counterparty risk]]
* [[British Business Bank]]
* [[Covenant]]
* [[Central bank]]
* [[Credit default swap]]
* [[COMPASS]]
* [[Credit derivative]]
* [[European Central Bank]]
* [[Credit exposure]]
* [[Financial stability]]
* [[Credit risk diversification]]
* [[Forward guidance]]
* [[Capital risk]]
* [[HM Treasury]]
* [[ECL]]
* [[Monetary policy]]
* [[Event risk]]
* [[Monetary Policy Committee]]
* [[Exchange-for-value system]]
* [[Official Bank Rate]]
* [[High-yield]]
* [[UK Money Markets Code]]
* [[KMV]]
* [[Threadneedle Street]]
* [[Merton distance-to-default]]
* [[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]]
* [[TED spread]]
* [[Transaction risk]]


[[Category:Accounting,_tax_and_regulation]]
[[Category:The_business_context]]
[[Category:Long_term_funding]]
[[Category:Identify_and_assess_risks]]
[[Category:Manage_risks]]
[[Category:Manage_risks]]
[[Category:Risk_frameworks]]
[[Category:Risk_reporting]]
[[Category:Cash_management]]
[[Category:Financial_products_and_markets]]
[[Category:Liquidity_management]]

Revision as of 11:13, 24 October 2021

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