Credit Risk

Category: Credit Risk

What is Credit Risk?

Risk of loss arising from a borrower or counterparty failing to meet their financial obligations.

Related terms

• Default
• PD
• LGD
• EAD

More Credit Risk terms

• Collateral
• Concentration Risk
• Counterparty Credit Risk (CCR)
• Credit Value Adjustment (CVA)
• Debt Value Adjustment (DVA)
• Default

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