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FRM一级考试中,Credit risk(信用风险)的主要内容介绍!

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2021FRM备考资料大礼包

Default risk:The non-payment of interest and/or principal on a loan by the borrower to the lender.

The period of default past the due date could be at least 30 or 60 days.

Bankruptcy risk:Take possession of any collateral provided by the defaulting counterparty.

The risk is that the liquidation value of the collateral is insufficient to recover the full loss on default

Downgrade risk:Decreased creditworthiness

A creditor may subsequently charge the downgraded entity a higher lending rate to compensate for the increased risk.

Settlement risk :Settlement risk could be illustrated using a derivatives transaction between two counterparties.

The position that is losing may simply refuse to pay and fulfill its obligations.

Operational Risk:

Operational risk is defined as: The risk of direct and indirect loss resulting from inadequate or failed internal processes, people, and systems or from external events.

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翻译如下:

违约风险:借款人未向贷款人支付贷款的利息和/或本金。

超过到期日的违约期可能至少为30或60天。

破产风险:接管违约对手提供的任何抵押品。

风险在于抵押品的清算价值不足以收回违约时的全部损失

降级风险:信用度下降

债权人随后可以向被降级的实体收取更高的贷款利率,以补偿增加的风险。

结算风险:结算风险可以用两个交易对手之间的衍生品交易来说明。

失去的职位可能只是拒绝支付和履行其义务。

操作风险的定义是:由于内部流程、人员和系统不足或失败或外部事件导致的直接和间接损失的风险。