Credit Quality

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COR

It stands for cost of risk; a measure of credit quality (for a bank or financial institution) that constitutes the...

Cost of Risk

A measure of credit quality (for a bank or financial institution) that constitutes the ratio of provisions recognized by a...

Broadly speaking, the credit quality of a bank is its financial solvency as manifested in its ability to continue its...

Credit Quality

The degree by which a natural or legal person is able to pay off its loans and meet its financial...

Credit Improvement Swap

A bond swap that aims to improve the overall credit quality of a portfolio. This involves swapping a low creditworthy…

Self-Referencing Credit Default Swap

A credit default swap (CDS) in which the reference entity is not a third party. More specifically, the credit risk...

Self-Referencing CDS

A credit default swap (CDS) in which the reference entity is not a third party. More specifically, the credit risk...

General WWR

It stands for general wrong way risk; a type of wrong way risk (WWR) that comes into play because of...

General Wrong Way Risk

A type of wrong way risk (WWR) that comes into play because of general market risk factors (macroeconomic factors) affecting...

Credit Spread Curve

In relation to credit derivatives, it is a curve (usually, positively sloped) that depicts the relationship between credit spread and...