It is part of xVA (cross value adjustments); it refers to the pricing adjustment made for a collateralized derivative. It...

It stands for counterparty credit risk; the risk that a counterparty to a derivative contract may be unable or unwilling...

In relation to credit default swaps (CDS) and other similar derivatives involving a deal of credit risk, it is the...

In connection with bonds and other instruments involving a deal of credit risk, it is the part of risk premium...

It stands for expected credit loss; the long-term average cost that arises from a series of defaults expected to take...

The long-term average cost that arises from a series of defaults expected to take place in a swap (or broadly...

A contractual clause that is included in over-the-counter derivatives contracts in order to mitigate credit risk. It states that, if...

The risk (danger of financial loss) that arises from the possibility that borrowers in ordinary business dealings and counterparties in...

The credit risk that is associated with, or resulting from, bonds. It measures the ability of a bond issuer to...

A type of risk that affects the valuation of a derivative (specifically, credit-value adjustment or CVA). This risk consists of...