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Category:Credit risk

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This category has the following 3 subcategories, out of 3 total.
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The following 68 pages are in this category, out of 68 total.
492: 269: 606: 641: 549:Standardized approach (counterparty credit risk) 382:Internal ratings-based approach (credit risk) 106:This list may not reflect recent changes 642: 159:Chan–Karolyi–Longstaff–Sanders process 169:Constant maturity credit default swap 30: 554:Standardized approach (credit risk) 13: 110: 37: 29: 14: 671: 543:Standardised method (credit risk) 372:Impairment (financial reporting) 101:Pages in category "Credit risk" 437:Loan credit default swap index 1: 99: 7: 259:Credit valuation adjustment 179:Contingent convertible bond 10: 676: 404:The Journal of Credit Risk 16:The main article for this 15: 201:Credit conversion factor 185:Counterparty credit risk 277:Current exposure method 498:Probability of default 52:Credit rating agencies 399:Jarrow–Turnbull model 206:Credit default option 246:Credit spread (bond) 174:Consumer credit risk 525:Risk-weighted asset 307:Exposure at default 253:Credit spread curve 218:Credit default swap 212:Credit default risk 442:Loss given default 264:Credit-linked note 191:Credibility theory 164:Concentration risk 147:Bond credit rating 650:Credit management 571:Total return swap 290:Default (finance) 223:Credit derivative 667: 545: 520:Refinancing risk 454:Margin (finance) 433: 431:Libor-OIS spread 419: 346: 339: 279: 272: 255: 248: 240:Credit reference 236: 214: 187: 90: 70: 57: 50: 675: 674: 670: 669: 668: 666: 665: 664: 660:Risk management 640: 639: 638: 637: 636: 635: 623: 611: 599: 587: 575: 563: 541: 529: 502: 485: 473: 446: 429: 422: 415: 408: 391: 377:Infection ratio 354: 350:High-yield debt 342: 337:Hazard function 335: 328: 311: 294: 282: 275: 268: 251: 244: 234:Credit Exposure 232: 210: 196:Credit analysis 183: 151: 139: 122: 98: 97: 96: 95: 92: 91: 75: 72: 71: 59: 58: 47: 28: 27: 12: 11: 5: 673: 663: 662: 657: 655:Financial risk 652: 634: 633: 627: 624: 622: 621: 615: 612: 610: 609: 603: 600: 598: 597: 595:Wrong way risk 591: 588: 586: 585: 579: 576: 574: 573: 567: 564: 562: 561: 556: 551: 546: 539: 537:Securitization 533: 530: 528: 527: 522: 517: 512: 506: 503: 501: 500: 495: 489: 486: 484: 483: 481:Ohlson O-score 477: 474: 472: 471: 466: 464:Margining risk 461: 459:Margin at risk 456: 450: 447: 445: 444: 439: 434: 426: 423: 421: 420: 412: 409: 407: 406: 401: 395: 392: 390: 389: 384: 379: 374: 369: 364: 358: 355: 353: 352: 347: 340: 332: 329: 327: 326: 324:Foundation IRB 321: 315: 312: 310: 309: 304: 298: 295: 293: 292: 286: 283: 281: 280: 273: 266: 261: 256: 249: 242: 237: 230: 225: 220: 215: 208: 203: 198: 193: 188: 181: 176: 171: 166: 161: 155: 152: 150: 149: 143: 140: 138: 137: 135:Altman Z-score 132: 126: 123: 121: 120: 114: 112: 111: 102: 94: 93: 83: 82: 79: 76: 74: 73: 65:Credit scoring 63: 62: 60: 46: 45: 42: 39: 38: 33: 9: 6: 4: 3: 2: 672: 661: 658: 656: 653: 651: 648: 647: 645: 632: 629: 628: 625: 620: 617: 616: 613: 608: 605: 604: 601: 596: 593: 592: 589: 584: 583:Value at risk 581: 580: 577: 572: 569: 568: 565: 560: 557: 555: 552: 550: 547: 544: 540: 538: 535: 534: 531: 526: 523: 521: 518: 516: 513: 511: 510:Recovery swap 508: 507: 504: 499: 496: 494: 491: 490: 487: 482: 479: 478: 475: 470: 467: 465: 462: 460: 457: 455: 452: 451: 448: 443: 440: 438: 435: 432: 428: 427: 424: 418: 414: 413: 410: 405: 402: 400: 397: 396: 393: 388: 385: 383: 380: 378: 375: 373: 370: 368: 365: 363: 360: 359: 356: 351: 348: 345: 341: 338: 334: 333: 330: 325: 322: 320: 317: 316: 313: 308: 305: 303: 302:Expected loss 300: 299: 296: 291: 288: 287: 284: 278: 274: 271: 267: 265: 262: 260: 257: 254: 250: 247: 243: 241: 238: 235: 231: 229: 226: 224: 221: 219: 216: 213: 209: 207: 204: 202: 199: 197: 194: 192: 189: 186: 182: 180: 177: 175: 172: 170: 167: 165: 162: 160: 157: 156: 153: 148: 145: 144: 141: 136: 133: 131: 128: 127: 124: 119: 116: 115: 113: 109: 107: 100: 86: 81: 80: 77: 66: 61: 53: 49: 44: 43: 40: 36: 32:Subcategories 31: 25: 24: 19: 619:Yield spread 469:Merton model 228:Credit event 130:Advanced IRB 103: 34: 21: 559:Swap spread 344:Hazard rate 118:Credit risk 56:(4 C, 40 P) 23:Credit risk 644:Categories 515:Redlining 417:KMV model 85:Redlining 631:Z-spread 319:FASB 133 18:category 387:ITraxx 367:IFRS 9 362:IAS 39 89:(10 P) 69:(33 P) 493:PAUG 270:CS01 607:XVA 20:is 646:: 108:. 87:‎ 67:‎ 54:‎ 626:Z 614:Y 602:X 590:W 578:V 566:T 532:S 505:R 488:P 476:O 449:M 425:L 411:K 394:J 357:I 331:H 314:F 297:E 285:D 154:C 142:B 125:A 78:R 41:C 26:.

Index

category
Credit risk

Credit rating agencies
Credit scoring
Redlining
This list may not reflect recent changes
Credit risk
Advanced IRB
Altman Z-score
Bond credit rating
Chan–Karolyi–Longstaff–Sanders process
Concentration risk
Constant maturity credit default swap
Consumer credit risk
Contingent convertible bond
Counterparty credit risk
Credibility theory
Credit analysis
Credit conversion factor
Credit default option
Credit default risk
Credit default swap
Credit derivative
Credit event
Credit Exposure
Credit reference
Credit spread (bond)
Credit spread curve
Credit valuation adjustment

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