Credit risk

英文Credit risk

中文 (征集中)


The risk that a financial loss will be incurred if a counterparty to a (derivatives) transaction does not fulfill its financial obligations in a timely manner. It is therefore a function of: the value of the position exposed to default (the credit or credit risk exposure); the proportion of this value that would be recovered in the event of a default and the probability of default; the probability of default, regardless of the value that stands to be lost



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