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...

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...

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...

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:...

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

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

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

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...

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...

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

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

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

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

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...

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

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...

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

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...

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

aggregated and anonymized to create a Credit Consensus Rating on tens of thousands of corporate, financial, fund and sovereign entities globally. The company...

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...

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...

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...

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

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