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Credit risk

Table of contents

Credit rating agencies

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Credit scoring

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Advanced IRB

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Altman Z-score

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Bond credit rating

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Chan–Karolyi–Longstaff–Sanders process

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Concentration risk

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Constant maturity credit default swap

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Consumer credit risk

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Contingent convertible bond

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Credit-linked note

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Credit analysis

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Credit conversion factor

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Credit default option

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Credit default swap

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Credit derivative

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Credit event

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Credit reference

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Default (finance)

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Expected loss

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Exposure at default

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FASB 133

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Foundation IRB

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High-yield debt

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IAS 39

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IFRS 9

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ITraxx

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Impairment (financial reporting)

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Infection ratio

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Internal ratings-based approach (credit risk)

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Jarrow–Turnbull model

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Loan credit default swap index

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Loss given default

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Margin (finance)

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Margin at risk

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Margining risk

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Merton model

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Ohlson O-score

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PAUG

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Probability of default

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Recovery swap

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Redlining

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Refinancing risk

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Risk-weighted asset

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Securitization

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Standardized approach (counterparty credit risk)

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Standardized approach (credit risk)

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Swap spread

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The Journal of Credit Risk

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Total return swap

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Wrong way risk

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XVA

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Yield spread

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Z-spread

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