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...
It stands for credit spread option; an option whose payoff depends on the spread between the yields earned on two...
The price of credit risk quoted in a credit default swap. This price is derived indirectly from the credit risk...
A credit default swap (CDS) in which the reference entity is not a third party. More specifically, the credit risk...