Credit & Counterparty Risk
Basic
Basic
Kartei Details
| Karten | 17 |
|---|---|
| Sprache | English |
| Kategorie | Finanzen |
| Stufe | Universität |
| Erstellt / Aktualisiert | 24.03.2014 / 13.03.2015 |
| Lizenzierung | Keine Angabe |
| Weblink |
https://card2brain.ch/box/credit_counterparty_risk
|
| Einbinden |
<iframe src="https://card2brain.ch/box/credit_counterparty_risk/embed" width="780" height="150" scrolling="no" frameborder="0"></iframe>
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What is credit risk?
Credit risk refers to the risk that a borrower will default on any type of debt by failing to make required payments.
Which type of credit risk do you know?
- Credit default risk
- Concentration risk
- Country risk
What is Credit default risk?
The risk of loss arising from a debtor being unlikely to pay its loan obligations in full or the debtor is more than 90 days past due on any material credit obligation.
What may default risk impact?
Default risk may impact all credit-sensitive transactions, including loans, securities and derivatives.
What is Concentration risk?
The risk associated with any single exposure or group of exposures with the potential to produce large enough losses to threaten a bank's core operations.
What type of concentration risk do you know?
- single name concentration
- industry concentration
What is Country risk?
The risk of loss arising from a sovereign state freezing foreign currency payments (transfer/conversion risk) or when it defaults on its obligations (sovereign risk).
What type of country risk do you know?
- transfer/conversion risk
- sovereign risk
