assumption of credit risk
Schlagen Sie auch in anderen Wörterbüchern nach:
Credit Valuation Adjustment — Credit value adjustment (CVA) is by definition the difference between the risk free portfolio value and the true portfolio value that takes into account the possibility of a counterparty’s default. In other words, CVA is the market value of… … Wikipedia
Credit default swap — If the reference bond performs without default, the protection buyer pays quarterly payments to the seller until maturity … Wikipedia
Credit rationing — refers to the situation where lenders limit the supply of additional credit to borrowers who demand funds, even if the latter are willing to pay higher interest rates. It is an example of market imperfection, or market failure, as the price… … Wikipedia
Market risk — Categories of financial risk Credit risk Concentration risk Market risk Interest rate risk Currency risk Equity risk Commodity risk Liquidity risk Refinancing risk … Wikipedia
Value at risk — (VaR) is a maximum tolerable loss that could occur with a given probability within a given period of time. VaR is a widely applied concept to measure and manage many types of risk, although it is most commonly used to measure and manage the… … Wikipedia
First Report on the Public Credit — The First Report on Public Credit was the first of three major reports on economic policy issued by American Founding Father and first United States Treasury Secretary Alexander Hamilton on the request of Congress. The report analyzed the… … Wikipedia
Model risk — In finance, model risk is the risk involved in using models to value financial securities.[1] Rebonato considers alternative definitions including: After observing a set of prices for the underlying and hedging instruments, different but… … Wikipedia
Factoring (finance) — This article is about finance. For other uses, see Factor (disambiguation). Corporate finance … Wikipedia
NautaDutilh — is an independent law firm practicing Dutch, Belgian and Luxembourg law. NautaDutilh is one of the largest law firms in Europe, with over 400 lawyers, civil law notaries and tax advisers in offices in Amsterdam, Brussels, London, Luxembourg, New… … Wikipedia
Modern portfolio theory — Portfolio analysis redirects here. For theorems about the mean variance efficient frontier, see Mutual fund separation theorem. For non mean variance portfolio analysis, see Marginal conditional stochastic dominance. Modern portfolio theory (MPT) … Wikipedia
china — /chuy neuh/, n. 1. a translucent ceramic material, biscuit fired at a high temperature, its glaze fired at a low temperature. 2. any porcelain ware. 3. plates, cups, saucers, etc., collectively. 4. figurines made of porcelain or ceramic material … Universalium
