Sovereign credit risk is the risk of a government of a sovereign state becoming unwilling or unable to meet its loan or bond obligations leading to a sovereign...

Credit risk is the possibility of losing a lender holds due to a risk of default on a debt that may arise from a borrower failing to make required payments...

is the credit rating of a sovereign entity, such as a national government. The sovereign credit rating indicates the risk level of the investing environment...

Sovereign credit is the credit of a sovereign country backed by the financial resources of that state. Sovereign credit is the opposite of sovereign debt...

a credit derivative refers to any one of "various instruments and techniques designed to separate and then transfer the credit risk" or the risk of an...

foremost on economics, specifically sovereign default risk and/or payment default risk for exporters (a.k.a. “trade credit” risk). Fitch Ratings (U.S.) Moody's...

standardized approach (or standardised approach) refers to a set of credit risk measurement techniques proposed under Basel II, which sets capital adequacy...

countries by credit rating, showing long-term foreign currency credit ratings for sovereign bonds as reported by the largest three major credit rating agencies:...

entities, state or local governments, non-profit organizations, or sovereign nations. A credit rating facilitates the trading of securities on international...

in the borrower's credit rating. CDS contracts on sovereign obligations also usually include as credit events repudiation, moratorium, and acceleration...

companies and other entities that issue debt, including sovereign governments, have to pay to access credit markets, i.e., the amount of interest they pay on...

market risk, liquidity risk, credit risk, business risk and investment risk. The four standard market risk factors are equity risk, interest rate risk, currency...

the internal ratings-based (IRB) approach to capital requirements for credit risk. Only banks meeting certain minimum conditions, disclosure requirements...

Consumer credit risk (also retail credit risk) is the risk of loss due to a consumer's failure or inability to repay (default) on a consumer credit product...

credit default swap allowing the issuer to transfer a specific credit risk to credit investors. The issuer is not obligated to repay the debt if a specified...

Financial risk management is the practice of protecting economic value in a firm by managing exposure to financial risk - principally credit risk and market...

I, operational risk was negatively defined: namely that operational risk are all risks which are not market risk and not credit risk. Some banks have...

internal or external debt, prospective purchasers are warned of sovereign credit risk. In July 2024, an investigation by the International Consortium...

with less stable economies are usually considered to be higher risk. International credit rating agencies provide ratings for each country's bonds. Bondholders...

variation of sovereign citizen ideology. In surveys conducted in 2014 and 2015, representatives of U.S. law enforcement ranked the risk of terrorism from...

systemic risk as the expected tail loss on a credit portfolio of entities, in order to quantify sovereign as well as financial systemic risk in Europe...

rent or mortgage payments, consumer credit, or utility payments. A European Union wide analysis identified certain risk groups, such as single households...

Bodie. (2007). Contingent Claims Approach to Measuring and Managing Sovereign Credit Risk. Journal of Investment Management, Vol. 5, No. 4, (2007), pp. 5–28...

A poor credit history Unproductive lending Rollover risk Weak revenues Rising interest rates Terminal debt A significant factor in sovereign default...

risk is compounding credit risk. A position can be hedged against market risk but still entail liquidity risk. This is true in the above credit risk example—the...

Management of Concentration Risk" (PDF). Malta Financial Services Authority. 2010. "Risk mitigation techniques in credit portfolio management". International...

on November 28, 2011. A credit rating is issued by a credit rating agency (CRA). A credit rating assigned to U.S. sovereign debt is an expression of...

stakeholders on a macro-level. Other types of risk include government currency actions, regulatory changes, sovereign credit defaults, endemic corruption, war declarations...

A sovereign state is a state that has the supreme sovereignty or ultimate authority over a territory. It is commonly understood that a sovereign state...

The Public Sector Credit Framework is an open source tool for estimating the default risk of and assigning ratings to government debt. The PSCF installation...