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imported>Doug Williamson |
imported>Doug Williamson |
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| | The maximum possible amount of a credit loss. |
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| An event defined in a credit derivative agreement evidencing a weakening of the creditworthiness of a borrower, and triggering obligations under the credit derivative contract.
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| Any event evidencing a weakening of creditworthiness.
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| For example, failing to pay interest or capital under a loan agreement, or any other event of default under a loan agreement.
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| == See also == | | == See also == |
| * [[Credit derivative]] | | * [[Credit risk]] |
| * [[Creditworthiness]]
| | * [[Exposure]] |
| * [[Default]]
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| * [[Event risk]] | |
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| [[Category:Manage_risks]]
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Revision as of 11:45, 1 November 2016
The maximum possible amount of a credit loss.
See also
