Cookie and Credit risk: Difference between pages
From ACT Wiki
(Difference between pages)
imported>Doug Williamson (Create page. Sources: linked pages and Oxford Dictionary.) |
imported>Doug Williamson (Add link.) |
||
Line 1: | Line 1: | ||
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. | ||
[[Category: | |||
== See also == | |||
* [[Banker's payment]] | |||
* [[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 19:32, 23 July 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
- 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