Important definitions and terminologies used in Credit Risk
A
- acceptance for settlement in Credit Risk
- access criteria in Credit Risk
- advisory netting in Credit Risk
- affiliate in Credit Risk
- aggregator/payment aggregator) in Credit Risk
- Altman Z-Score in Credit Risk
- Asset-Backed Security (ABS) in Credit Risk
- authentication in Credit Risk
- authorisation (of a transaction) in Credit Risk
B
- backtesting in Credit Risk
- Basel Accord in Credit Risk
- Basics of Credit Rating in Credit Risk
- Basics of Credit Scoring in Credit Risk
- batch settlement in Credit Risk
- beneficial owner in Credit Risk
- bilateral netting in Credit Risk
- book entry in Credit Risk
- book-entry system in Credit Risk
- business continuity in Credit Risk
- Business Cycle Risk in Credit Risk
C
- Calculation of Risk in Credit Risk
- caps in Credit Risk
- central bank money in Credit Risk
- central counterparty (CCP) in Credit Risk
- central securities depository (CSD) in Credit Risk
- certificate in Credit Risk
- choice of law in Credit Risk
- clearing fund in Credit Risk
- clearing house in Credit Risk
- clearing in Credit Risk
- close out in Credit Risk
- close-out horizon in Credit Risk
- close-out period in Credit Risk
- collateral arrangement in Credit Risk
- collateral concentration limit in Credit Risk
- collateral in Credit Risk
- collateral liquidation/collateral enforcement in Credit Risk
- collateral management service in Credit Risk
- collateral mismatch in Credit Risk
- Collateralized Debt Obligation (CDO) in Credit Risk
- Collaterals and Covenants in Credit Risk
- commercial bank money in Credit Risk
- committed facilities in Credit Risk
- confirmation in Credit Risk
- conflict of laws in Credit Risk
- cooperative arrangement in Credit Risk
- counterparty credit limits in Credit Risk
- counterparty in Credit Risk
- Counterparty Risk in Credit Risk
- Credit Assessment Methods in Credit Risk
- Credit Bureau in Credit Risk
- credit cap in Credit Risk
- Credit Enhancement in Credit Risk
- credit limit in Credit Risk
- Credit Portfolio Fundamentals in Credit Risk
- Credit Risk Basics in Credit Risk
- Credit Risk Diversification in Credit Risk
- credit risk in Credit Risk
- Credit Risks in Project Finance in Credit Risk
- Credit Risks in Working Capital in Credit Risk
- Credit Score in Credit Risk
- critical service providers (CSP) in Credit Risk
- cross-border collateral in Credit Risk
- cross-border netting scheme in Credit Risk
- cross-border payment in Credit Risk
- cross-border settlement in Credit Risk
- cross-margining agreement in Credit Risk
- cross-margining arrangement in Credit Risk
- current exposure in Credit Risk
- custodian in Credit Risk
- custody in Credit Risk
- custody risk in Credit Risk
- cut-off time (for an FMI) in Credit Risk
D
- debit balance in Credit Risk
- debit caps in Credit Risk
- Debt Service Coverage Ratio (DSCR) in Credit Risk
- Debt-to-Equity Ratio in Credit Risk
- default fund in Credit Risk
- Default in Credit Risk
- default waterfall in Credit Risk
- defaulter pays approach in Credit Risk
- deferred net settlement (DNS) in Credit Risk
- delivery versus delivery (DvD) in Credit Risk
- delivery versus payment (DvP) in Credit Risk
- dematerialisation in Credit Risk
- derivative in Credit Risk
- direct holding system in Credit Risk
- direct participant (in an FMI) in Credit Risk
- DvP model 1 in Credit Risk
- DvP model 2 in Credit Risk
- DvP model 3 in Credit Risk
E
- end user (payment services) in Credit Risk
- Essentials of Credit Risk Analysis in Credit Risk
- Evaluating the Credit Decision in Credit Risk
- exchange-of-value settlement system in Credit Risk
- exit criteria (of an FMI) in Credit Risk
- Exogenous Risk in Credit Risk
- Expected Credit Loss (ECL) in Credit Risk
- Expected Loss (EL) in Credit Risk
- Exposure at Default (EAD) in Credit Risk
- Exposure at Default in Credit Risk
- Exposures in Credit Risk
F
- failed transaction in Credit Risk
- fellow-customer risk in Credit Risk
- final settlement in Credit Risk
- Financial Distress in Credit Risk
- financial market infrastructure (FMI) in Credit Risk
- financial resources (of an FMI) in Credit Risk
- Firm Risks to Portfolio Risks and Capital Adequacy in Credit Risk
- foreign collateral in Credit Risk
- Forward Curve in Credit Risk
- free of payment (FoP) in Credit Risk
- free of transfer (FoT) in Credit Risk
- Funding Liquidity Risk in Credit Risk
- funds settlement in Credit Risk
- funds transfer system (FTS) in Credit Risk
G
- general business risk in Credit Risk
- Global Credit Crisis in Credit Risk
- global custodian agent in Credit Risk
- global custodian in Credit Risk
- global note in Credit Risk
- governance in Credit Risk
- Gross Domestic Product (GDP) in Credit Risk
- gross settlement in Credit Risk
- gross settlement system in Credit Risk
H
- Haircut in Credit Risk
- Historical Data in Credit Risk
- Holding Period Return (HPR) in Credit Risk
- hybrid system in Credit Risk
I
- immobilisation in Credit Risk
- indirect holding system in Credit Risk
- indirect participant (in an FMI) in Credit Risk
- individual account in Credit Risk
- Inflation Risk in Credit Risk
- initial margin in Credit Risk
- interdependency in Credit Risk
- Interest Rate Risk in Credit Risk
- Internal Rating in Credit Risk
- international central securities depository (ICSD) in Credit Risk
- interoperability in Credit Risk
- intraday liquidity in Credit Risk
- investment risk in Credit Risk
- investor CSD in Credit Risk
- issuer CSD in Credit Risk
J
- J-Curve Effect in Credit Risk
- Joint and Several Liability in Credit Risk
- Jump-To-Default Risk in Credit Risk
K
- Key Performance Indicators (KPIs) in Credit Risk
- Key Rate Duration in Credit Risk
- Key Risk Indicators (KRIs) in Credit Risk
L
- large-value payment system (LVPS) in Credit Risk
- legal ownership in Credit Risk
- legal risk in Credit Risk
- Leverage Ratio in Credit Risk
- link (FMI links) in Credit Risk
- liquidation period in Credit Risk
- Liquidity Coverage Ratio (LCR) in Credit Risk
- liquidity facility in Credit Risk
- liquidity risk in Credit Risk
- liquidity saving features in Credit Risk
- liquidity saving mechanisms in Credit Risk
- Loss Given Default (LGD) in Credit Risk
- Loss Given Default in Credit Risk
- loss-sharing arrangement (for an FMI) in Credit Risk
- loss-sharing rule in Credit Risk
M
- Major Portfolio Risks in Credit Risk
- Managing Risk in Credit Risk
- Margin Call in Credit Risk
- margin in Credit Risk
- mark to market in Credit Risk
- Mark-to-Market in Credit Risk
- master agreement in Credit Risk
- model risk in Credit Risk
- money settlement in Credit Risk
- Moody’s Investor Service in Credit Risk
- multilateral netting in Credit Risk
N
- Negative Covenant in Credit Risk
- net credit (or debit) position in Credit Risk
- Net Present Value (NPV) in Credit Risk
- net settlement system in Credit Risk
- netting in Credit Risk
- Non-Performing Loan (NPL) in Credit Risk
- novation in Credit Risk
O
- offshore system in Credit Risk
- omnibus account in Credit Risk
- open offer in Credit Risk
- open position in Credit Risk
- Operational Risk in Credit Risk
- Option-Adjusted Spread (OAS) in Credit Risk
- Overcollateralization in Credit Risk
- overnight credit (overnight money) in Credit Risk
- oversight in Credit Risk
P
- participant link (between CCPs) in Credit Risk
- payment (funds transfer) in Credit Risk
- payment netting in Credit Risk
- payment order (instruction) message in Credit Risk
- payment system in Credit Risk
- payment versus payment (PvP) in Credit Risk
- peer-to-peer link (between CCPs) in Credit Risk
- physical delivery in Credit Risk
- pledge in Credit Risk
- portability in Credit Risk
- Portfolio in Credit Risk
- portfolio margining in Credit Risk
- position netting in Credit Risk
- potential future exposure in Credit Risk
- pre-settlement risk in Credit Risk
- prefunded default arrangement in Credit Risk
- Pricing Basics in Credit Risk
- Pricing Methods in Credit Risk
- Principal At Risk (PAR) in Credit Risk
- principal risk in Credit Risk
- Probability of Default (PD) in Credit Risk
- Probability of Default (PD) Model in Credit Risk
- Probability of Default in Credit Risk
- procyclicality in Credit Risk
- provisional transfer in Credit Risk
Q
- Quality of Collateral in Credit Risk
- Quantitative Analysis in Credit Risk
- Quick Ratio in Credit Risk
R
- Rating terminology in Credit Risk
- re-hypothecation in Credit Risk
- real-time gross settlement (RTGS) in Credit Risk
- reconciliation in Credit Risk
- recovery (of an FMI) in Credit Risk
- Recovery Rate in Credit Risk
- Recovery Risk in Credit Risk
- replacement cost in Credit Risk
- replacement-cost risk in Credit Risk
- repurchase agreement (repo) in Credit Risk
- retail payment system in Credit Risk
- reuse of collateral in Credit Risk
- reverse repo in Credit Risk
- reverse stress testing in Credit Risk
- Risk-Adjusted Return on Capital (RAROC) in Credit Risk
- rolling settlement in Credit Risk
S
- Scoring at Different Customer Stages in Credit Risk
- Securities in Credit Risk
- securities registrar in Credit Risk
- securities settlement system (SSS) in Credit Risk
- Securitization in Credit Risk
- segregated individual account in Credit Risk
- segregation in Credit Risk
- sender limit in Credit Risk
- settlement agent in Credit Risk
- settlement asset in Credit Risk
- settlement bank in Credit Risk
- settlement cycle in Credit Risk
- settlement fail in Credit Risk
- settlement in Credit Risk
- settlement lag (payment lag) in Credit Risk
- settlement obligation in Credit Risk
- settlement risk in Credit Risk
- settlement system in Credit Risk
- single point of failure in Credit Risk
- specific wrong-way risk in Credit Risk
- Spread Risk in Credit Risk
- straight through processing (STP) in Credit Risk
- Stress Testing in Credit Risk
- substitution in Credit Risk
- survivors pay in Credit Risk
- systemic disruption in Credit Risk
- systemic risk in Credit Risk
- systemically important payment system (SIPS) in Credit Risk
T
- Term Structure of Credit Spreads in Credit Risk
- The First Pillar-Minimum Capital Requirements in Credit Risk
- The Second Pillar-Supervisory Review Process in Credit Risk
- The Third Pillar-Market Discipline. in Credit Risk
- third-party service provider to an FMI in Credit Risk
- tiered participation arrangement in Credit Risk
- Time to Default (TTD) in Credit Risk
- Trade Credit Insurance in Credit Risk
- trade repository (TR) in Credit Risk
- Trading of Credit Assets in Credit Risk
- transfer in Credit Risk
U
- Understanding Financial Statements in Credit Risk
- Underwriting Standards in Credit Risk
- Unsecured Debt in Credit Risk
- Unsystematic Risk in Credit Risk
- unwind in Credit Risk
V
- value date in Credit Risk
- Value-at-Risk (VaR) in Credit Risk
- Value-in-Use (VIU) in Credit Risk
- variation margin in Credit Risk
- Volatility Risk in Credit Risk
W
- waterfall in Credit Risk
- Weighted Average Rating Factor (WARF) in Credit Risk
- wind down in Credit Risk
- Working Capital in Credit Risk
- Write-Down in Credit Risk
X
- X-Value Adjustment (XVA) in Credit Risk
Y
- Yield Curve in Credit Risk
- Yield Spread in Credit Risk
- Yield-to-Maturity (YTM) in Credit Risk
Z
- Z-Score in Credit Risk
- Z-Spread in Credit Risk
- zero hour rule in Credit Risk
- Zero-Coupon Bond in Credit Risk