exposure credit

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• exposure — The vulnerability that is attached with an investment. There are different types of exposures that an investment may have, such as, currency exposure or economic exposure. For example, currency exposure is the proportion of your share portfolio… …   Financial and business terms

• 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

• Exposure at default (EAD) — is a parameter used in the calculation of economic capital or regulatory capital under Basel II for a banking institution. This is an attribute of any exposure on bank s client.DefinitionIn general EAD can be seen as an estimation of the extent… …   Wikipedia

• credit default swap — A contract between a credit protection seller (seller) and a credit protection buyer (buyer) where, in consideration of the buyer paying the seller an agreed fee, the seller agrees to pay out agreed sums to the buyer if certain credit events… …   Law dictionary

• credit exposure — UK US noun [U] ► FINANCE the amount of money that a financial organization has lent and risks losing if loans are not paid back: »He accused the bank of publishing incorrect information about its debt position, credit rating, and credit exposure… …   Financial and business terms

• exposure — ex·po·sure n 1: the fact or condition of being exposed; also: the possibility of loss caused by an outside source used in insurance 2: the act or an instance of exposing 3: something that exposes someone or something; esp: something (as a… …   Law dictionary

• Credit Management — is a branch of accountancy, and is a function that falls under the label of Credit and Collection or Accounts Receivable as a department in many companies and institutions.They will usually deal with the credit vetting of customers, the… …   Wikipedia

• Credit default swap — If the reference bond performs without default, the protection buyer pays quarterly payments to the seller until maturity …   Wikipedia

• Credit Exposure — The total amount of credit extended to a borrower by a lender. The magnitude of credit exposure indicates the extent to which the lender is exposed to the risk of loss in the event of the borrower s default. Credit exposure can be minimized… …   Investment dictionary

• Credit derivative — In finance, a credit derivative is a securitized derivative whose value is derived from the credit risk on an underlying bond, loan or any other financial asset. In this way, the credit risk is on an entity other than the counterparties to the… …   Wikipedia

• Credit 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