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...

It stands for directional way risk; the summation of right way risk (RWR) and wrong way risk (WWR); it represents...

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

The summation of right way risk (RWR) and wrong way risk (WWR); it represents the market- credit dependency (co-movement effects)...

A measure of risk that is based on the probability distribution of the income earned by a firm (e.g., a...