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CRM

It stands for credit risk mitigation; the process that is implemented to reduce the credit risk of an exposure (e.g.,...

Credit Risk Mitigation

The process that is implemented to reduce the credit risk of an exposure (e.g., investment, instrument, contract, etc.) by using...

Credit Risk

A type of risk that may arise when an issuer of debt security or a debtor defaults or experiences a...

Credit Risk Premia

The credit spread (additional compensation or premium) that is net of an estimate of credit risk (default risk). Credit risk...

Credit Risk Premium

The credit spread (additional compensation or premium) that is net of an estimate of credit risk (default risk). Credit risk...

SICR

It stands for significant increase in credit risk; a significant "upward" change in the estimated default risk over the remaining...

Significant Increase in Credit Risk

A significant "upward" change in the estimated default risk over the remaining expected life of a financial asset/ instrument. A...

Default Risk

The probability that a borrower (an individual or institution) fails to make full and timely payments of a loan's principal...

MN-CDS

It stands for multi-name credit default swap; a credit default swap (CDS) in which the underlying reference is more than...

Exchange-Traded Equity Index Futures

An equity index futures that is traded on a regulated futures exchange. More specifically, it is a standardized futures contract…