Voorbeelden van credit risk

• The next sections are devoted to the application in credit risk models.

• Delayed settlement introduces credit risk-one of the parties may default.

• Regulators saw the agencies' analysis as a straightforward, putatively objective framework for the regulation of financial institutions' exposure to credit risk.

• Investors are exposed to the credit risk of the company providing the wrap.

• For hundi/hawala agents this acts as a measure of credit risk control, militating against the risks of dealing with unknown or little known parties.

• At the same time, swaps would lower transaction costs and mitigate credit risk exposure.

• This article considers portfolio credit risk models of factor type.

• Removal of ratings would force regulators to arrive at some alternative measure of credit risk through the typical rule-making process.

• The two kinds of enhancements proposed differ materially in this respect according to who bears the credit risk.

• The agencies created a new way to talk about credit risk.

• Second, the use of credit ratings in financial and other regulations permits policymakers to distance themselves from domestic political fallout when the regulation of credit risk goes awry.

• The present work aims to investigate the effect of increasing the strength of the dependence between systematic factors on the default indicators in standard credit risk models.

• The same problem creates a credit risk that limits the supply of debt and it would be more realistic to suppose that debt was simply unavailable past a certain age.

• A comparative anatomy of credit risk models.

• There is an inherent conflict of interest if market participants devise internal credit risk assessments for their own regulatory capital requirements.