Another term denoting wrong-way risk; the risk that arises when a counterparty risk is adversely correlated with the credit quality...

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

A hedge that is designed to neutralize connection to market forces. It is a combination of market risk offsetting positions...

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

A contractual clause that is included in derivatives contracts in order to mitigate credit risk. According to a standard collateralization...

It stands for conjectural wrong way risk; a type of wrong way risk (WWR) that comes into play because of...

It stands for countercyclical capital buffer; a precautionary risk management tool (part of the Basel III agreement) that is used...

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...

It stands for distance to default; a measure of risk that is based on the probability distribution of the income...