A precautionary risk management tool (part of the Basel III agreement) that is used to promote the build-up of capital...
The credit risk that is associated with, or resulting from, bonds. It measures the ability of a bond issuer to...
A type of wrong way risk (WWR) that comes into play because of general market risk factors (macroeconomic factors) affecting...
An interest risk management procedure in which the cash flows of a specific claim are assigned or mapped to a...