/


Measuring and managing market, credit and Op risk [44]

Go to: Summary | Previous | Next   
Bullet points include: Risk that the creditworthiness of a name or counterparty to which an entity is exposed declines, causing the entity loss: Should credit risk: Be deemed to include only default risk, or also to include Ratings migration and/or spread risk? Is spread risk: A form of credit risk (i.e. defining credit risk as risks associated with credit instruments), or A form of market risk (i.e. defining market risk as anything relating to movements in market prices whatever the instrument type)?

NAVIGATION LINKS
Contents | Prev | Next | ERM Lecture Series


Desktop view | Switch to Mobile