Credit risk: Difference between revisions

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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.
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.




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== See also ==
== See also ==
* [[4Cs of credit]]
* [[5Cs of credit]]
* [[Banker's payment]]
* [[Banker's payment]]
* [[Capacity]]
* [[CCR]]
* [[Character]]
* [[Collateral]]
* [[Commercial credit risk]]
* [[Counterparty risk]]
* [[Covenant]]
* [[Covenant]]
* [[Credit]]
* [[Credit analysis]]
* [[Credit concentration risk]]
* [[Credit default swap]]
* [[Credit default swap]]
* [[Credit derivative]]
* [[Credit derivative]]
* [[Credit exposure]]
* [[Credit exposure]]
* [[Credit migration risk]]
* [[Credit quality]]
* [[Credit rating]]
* [[Credit rating agency]]
* [[Credit rating risk]]
* [[Credit risk diversification]]
* [[Credit risk management]]
* [[Credit spread risk]]
* [[Credit spread risk in the banking book]]
* [[Capital risk]]
* [[Capital risk]]
* [[Default]]
* [[ECL]]
* [[Event risk]]
* [[Event risk]]
* [[Exchange-for-value system]]
* [[Exchange-for-value system]]
* [[MCT]]
* [[High-yield]]
* [[KMV]]
* [[Loss Given Default]]  (LGD)
* [[Merton distance-to-default]]
* [[Obligation]]
* [[Operational risk]]
* [[Pre-settlement risk]]
* [[Pre-settlement risk]]
* [[Price risk]]
* [[Price risk]]
* [[Prime bank]]
* [[Prime bank]]
* [[Principal risk]]
* [[Principal risk]]
* [[Probability of Default]]  (PD)
* [[Putting a limit on losses]]
* [[Replacement cost risk]]
* [[Replacement cost risk]]
* [[Reputational risk]]
* [[Risk mitigation]]
* [[Risk mitigation]]
* [[Sovereign risk]]
* [[Sovereign risk]]
* [[Putting a limit on losses]]
* [[TED spread]]
 
* [[Transaction risk]]
 
===Other links===
[http://www.treasurers.org/node/4351 Credit risk, Will Spinney, ACT 2008]


[[Category:Manage_risks]]
[[Category:Manage_risks]]

Latest revision as of 12:35, 13 September 2023