{"id":127597,"date":"2023-05-04T08:14:48","date_gmt":"2023-05-04T02:44:48","guid":{"rendered":"https:\/\/www.vskills.in\/certification\/tutorial\/?page_id=127597"},"modified":"2024-04-12T14:33:08","modified_gmt":"2024-04-12T09:03:08","slug":"credit-risk-glossary","status":"publish","type":"page","link":"https:\/\/www.vskills.in\/certification\/tutorial\/credit-risk-glossary\/","title":{"rendered":"Credit Risk Glossary"},"content":{"rendered":"\n<p>Important definitions and terminologies used in Credit Risk<\/p>\n\n\n<div id=\"glossary\">\n<div id=\"letter-links\" style=\"font-size: 30px;letter-spacing:20px;\"><a href=\"#A\">A<\/a><a href=\"#B\">B<\/a><a href=\"#C\">C<\/a><a href=\"#D\">D<\/a><a href=\"#E\">E<\/a><a href=\"#F\">F<\/a><a href=\"#G\">G<\/a><a href=\"#H\">H<\/a><a href=\"#I\">I<\/a><a href=\"#J\">J<\/a><a href=\"#K\">K<\/a><a href=\"#L\">L<\/a><a href=\"#M\">M<\/a><a href=\"#N\">N<\/a><a href=\"#O\">O<\/a><a href=\"#P\">P<\/a><a href=\"#Q\">Q<\/a><a href=\"#R\">R<\/a><a href=\"#S\">S<\/a><a href=\"#T\">T<\/a><a href=\"#U\">U<\/a><a href=\"#V\">V<\/a><a href=\"#W\">W<\/a><a href=\"#X\">X<\/a><a href=\"#Y\">Y<\/a><a href=\"#Z\">Z<\/a><\/div>\n<h2 id=\"A\">A<\/h2>\n<ul>\n<li>acceptance for settlement in Credit Risk<\/li>\n<li>access criteria in Credit Risk<\/li>\n<li>advisory netting in Credit Risk<\/li>\n<li>affiliate in Credit Risk<\/li>\n<li>aggregator\/payment aggregator) in Credit Risk<\/li>\n<li>Altman Z-Score in Credit Risk<\/li>\n<li>Asset-Backed Security (ABS) in Credit Risk<\/li>\n<li>authentication in Credit Risk<\/li>\n<li>authorisation (of a transaction) in Credit Risk<\/li>\n<\/ul>\n<div><a href=\"#top\">Go to Top<\/a><\/div>\n<h2 id=\"B\">B<\/h2>\n<ul>\n<li>backtesting in Credit Risk<\/li>\n<li>Basel Accord in Credit Risk<\/li>\n<li>Basics of Credit Rating in Credit Risk<\/li>\n<li>Basics of Credit Scoring in Credit Risk<\/li>\n<li>batch settlement in Credit Risk<\/li>\n<li>beneficial owner in Credit Risk<\/li>\n<li>bilateral netting in Credit Risk<\/li>\n<li>book entry in Credit Risk<\/li>\n<li>book-entry system in Credit Risk<\/li>\n<li>business continuity in Credit Risk<\/li>\n<li>Business Cycle Risk in Credit Risk<\/li>\n<\/ul>\n<div><a href=\"#top\">Go to Top<\/a><\/div>\n<h2 id=\"C\">C<\/h2>\n<ul>\n<li>Calculation of Risk in Credit Risk<\/li>\n<li>caps in Credit Risk<\/li>\n<li>central bank money in Credit Risk<\/li>\n<li>central counterparty (CCP) in Credit Risk<\/li>\n<li>central securities depository (CSD) in Credit Risk<\/li>\n<li>certificate in Credit Risk<\/li>\n<li>choice of law in Credit Risk<\/li>\n<li>clearing fund in Credit Risk<\/li>\n<li>clearing house in Credit Risk<\/li>\n<li>clearing in Credit Risk<\/li>\n<li>close out in Credit Risk<\/li>\n<li>close-out horizon in Credit Risk<\/li>\n<li>close-out period in Credit Risk<\/li>\n<li>collateral arrangement in Credit Risk<\/li>\n<li>collateral concentration limit in Credit Risk<\/li>\n<li>collateral in Credit Risk<\/li>\n<li>collateral liquidation\/collateral enforcement in Credit Risk<\/li>\n<li>collateral management service in Credit Risk<\/li>\n<li>collateral mismatch in Credit Risk<\/li>\n<li>Collateralized Debt Obligation (CDO) in Credit Risk<\/li>\n<li>Collaterals and Covenants in Credit Risk<\/li>\n<li>commercial bank money in Credit Risk<\/li>\n<li>committed facilities in Credit Risk<\/li>\n<li>confirmation in Credit Risk<\/li>\n<li>conflict of laws in Credit Risk<\/li>\n<li>cooperative arrangement in Credit Risk<\/li>\n<li>counterparty credit limits in Credit Risk<\/li>\n<li>counterparty in Credit Risk<\/li>\n<li>Counterparty Risk in Credit Risk<\/li>\n<li>Credit Assessment Methods in Credit Risk<\/li>\n<li>Credit Bureau in Credit Risk<\/li>\n<li>credit cap in Credit Risk<\/li>\n<li>Credit Enhancement in Credit Risk<\/li>\n<li>credit limit in Credit Risk<\/li>\n<li>Credit Portfolio Fundamentals in Credit Risk<\/li>\n<li>Credit Risk Basics in Credit Risk<\/li>\n<li>Credit Risk Diversification in Credit Risk<\/li>\n<li>credit risk in Credit Risk<\/li>\n<li>Credit Risks in Project Finance in Credit Risk<\/li>\n<li>Credit Risks in Working Capital in Credit Risk<\/li>\n<li>Credit Score in Credit Risk<\/li>\n<li>critical service providers (CSP) in Credit Risk<\/li>\n<li>cross-border collateral in Credit Risk<\/li>\n<li>cross-border netting scheme in Credit Risk<\/li>\n<li>cross-border payment in Credit Risk<\/li>\n<li>cross-border settlement in Credit Risk<\/li>\n<li>cross-margining agreement in Credit Risk<\/li>\n<li>cross-margining arrangement in Credit Risk<\/li>\n<li>current exposure in Credit Risk<\/li>\n<li>custodian in Credit Risk<\/li>\n<li>custody in Credit Risk<\/li>\n<li>custody risk in Credit Risk<\/li>\n<li>cut-off time (for an FMI) in Credit Risk<\/li>\n<\/ul>\n<div><a href=\"#top\">Go to Top<\/a><\/div>\n<h2 id=\"D\">D<\/h2>\n<ul>\n<li>debit balance in Credit Risk<\/li>\n<li>debit caps in Credit Risk<\/li>\n<li>Debt Service Coverage Ratio (DSCR) in Credit Risk<\/li>\n<li>Debt-to-Equity Ratio in Credit Risk<\/li>\n<li>default fund in Credit Risk<\/li>\n<li>Default in Credit Risk<\/li>\n<li>default waterfall in Credit Risk<\/li>\n<li>defaulter pays approach in Credit Risk<\/li>\n<li>deferred net settlement (DNS) in Credit Risk<\/li>\n<li>delivery versus delivery (DvD) in Credit Risk<\/li>\n<li>delivery versus payment (DvP) in Credit Risk<\/li>\n<li>dematerialisation in Credit Risk<\/li>\n<li>derivative in Credit Risk<\/li>\n<li>direct holding system in Credit Risk<\/li>\n<li>direct participant (in an FMI) in Credit Risk<\/li>\n<li>DvP model 1 in Credit Risk<\/li>\n<li>DvP model 2 in Credit Risk<\/li>\n<li>DvP model 3 in Credit Risk<\/li>\n<\/ul>\n<div><a href=\"#top\">Go to Top<\/a><\/div>\n<h2 id=\"E\">E<\/h2>\n<ul>\n<li>end user (payment services) in Credit Risk<\/li>\n<li>Essentials of Credit Risk Analysis in Credit Risk<\/li>\n<li>Evaluating the Credit Decision in Credit Risk<\/li>\n<li>exchange-of-value settlement system in Credit Risk<\/li>\n<li>exit criteria (of an FMI) in Credit Risk<\/li>\n<li>Exogenous Risk in Credit Risk<\/li>\n<li>Expected Credit Loss (ECL) in Credit Risk<\/li>\n<li>Expected Loss (EL) in Credit Risk<\/li>\n<li>Exposure at Default (EAD) in Credit Risk<\/li>\n<li>Exposure at Default in Credit Risk<\/li>\n<li>Exposures in Credit Risk<\/li>\n<\/ul>\n<div><a href=\"#top\">Go to Top<\/a><\/div>\n<h2 id=\"F\">F<\/h2>\n<ul>\n<li>failed transaction in Credit Risk<\/li>\n<li>fellow-customer risk in Credit Risk<\/li>\n<li>final settlement in Credit Risk<\/li>\n<li>Financial Distress in Credit Risk<\/li>\n<li>financial market infrastructure (FMI) in Credit Risk<\/li>\n<li>financial resources (of an FMI) in Credit Risk<\/li>\n<li>Firm Risks to Portfolio Risks and Capital Adequacy in Credit Risk<\/li>\n<li>foreign collateral in Credit Risk<\/li>\n<li>Forward Curve in Credit Risk<\/li>\n<li>free of payment (FoP) in Credit Risk<\/li>\n<li>free of transfer (FoT) in Credit Risk<\/li>\n<li>Funding Liquidity Risk in Credit Risk<\/li>\n<li>funds settlement in Credit Risk<\/li>\n<li>funds transfer system (FTS) in Credit Risk<\/li>\n<\/ul>\n<div><a href=\"#top\">Go to Top<\/a><\/div>\n<h2 id=\"G\">G<\/h2>\n<ul>\n<li>general business risk in Credit Risk<\/li>\n<li>Global Credit Crisis in Credit Risk<\/li>\n<li>global custodian agent in Credit Risk<\/li>\n<li>global custodian in Credit Risk<\/li>\n<li>global note in Credit Risk<\/li>\n<li>governance in Credit Risk<\/li>\n<li>Gross Domestic Product (GDP) in Credit Risk<\/li>\n<li>gross settlement in Credit Risk<\/li>\n<li>gross settlement system in Credit Risk<\/li>\n<\/ul>\n<div><a href=\"#top\">Go to Top<\/a><\/div>\n<h2 id=\"H\">H<\/h2>\n<ul>\n<li>Haircut in Credit Risk<\/li>\n<li>Historical Data in Credit Risk<\/li>\n<li>Holding Period Return (HPR) in Credit Risk<\/li>\n<li>hybrid system in Credit Risk<\/li>\n<\/ul>\n<div><a href=\"#top\">Go to Top<\/a><\/div>\n<h2 id=\"I\">I<\/h2>\n<ul>\n<li>immobilisation in Credit Risk<\/li>\n<li>indirect holding system in Credit Risk<\/li>\n<li>indirect participant (in an FMI) in Credit Risk<\/li>\n<li>individual account in Credit Risk<\/li>\n<li>Inflation Risk in Credit Risk<\/li>\n<li>initial margin in Credit Risk<\/li>\n<li>interdependency in Credit Risk<\/li>\n<li>Interest Rate Risk in Credit Risk<\/li>\n<li>Internal Rating in Credit Risk<\/li>\n<li>international central securities depository (ICSD) in Credit Risk<\/li>\n<li>interoperability in Credit Risk<\/li>\n<li>intraday liquidity in Credit Risk<\/li>\n<li>investment risk in Credit Risk<\/li>\n<li>investor CSD in Credit Risk<\/li>\n<li>issuer CSD in Credit Risk<\/li>\n<\/ul>\n<div><a href=\"#top\">Go to Top<\/a><\/div>\n<h2 id=\"J\">J<\/h2>\n<ul>\n<li>J-Curve Effect in Credit Risk<\/li>\n<li>Joint and Several Liability in Credit Risk<\/li>\n<li>Jump-To-Default Risk in Credit Risk<\/li>\n<\/ul>\n<div><a href=\"#top\">Go to Top<\/a><\/div>\n<h2 id=\"K\">K<\/h2>\n<ul>\n<li>Key Performance Indicators (KPIs) in Credit Risk<\/li>\n<li>Key Rate Duration in Credit Risk<\/li>\n<li>Key Risk Indicators (KRIs) in Credit Risk<\/li>\n<\/ul>\n<div><a href=\"#top\">Go to Top<\/a><\/div>\n<h2 id=\"L\">L<\/h2>\n<ul>\n<li>large-value payment system (LVPS) in Credit Risk<\/li>\n<li>legal ownership in Credit Risk<\/li>\n<li>legal risk in Credit Risk<\/li>\n<li>Leverage Ratio in Credit Risk<\/li>\n<li>link (FMI links) in Credit Risk<\/li>\n<li>liquidation period in Credit Risk<\/li>\n<li>Liquidity Coverage Ratio (LCR) in Credit Risk<\/li>\n<li>liquidity facility in Credit Risk<\/li>\n<li>liquidity risk in Credit Risk<\/li>\n<li>liquidity saving features in Credit Risk<\/li>\n<li>liquidity saving mechanisms in Credit Risk<\/li>\n<li>Loss Given Default (LGD) in Credit Risk<\/li>\n<li>Loss Given Default in Credit Risk<\/li>\n<li>loss-sharing arrangement (for an FMI) in Credit Risk<\/li>\n<li>loss-sharing rule in Credit Risk<\/li>\n<\/ul>\n<div><a href=\"#top\">Go to Top<\/a><\/div>\n<h2 id=\"M\">M<\/h2>\n<ul>\n<li>Major Portfolio Risks in Credit Risk<\/li>\n<li>Managing Risk in Credit Risk<\/li>\n<li>Margin Call in Credit Risk<\/li>\n<li>margin in Credit Risk<\/li>\n<li>mark to market in Credit Risk<\/li>\n<li>Mark-to-Market in Credit Risk<\/li>\n<li>master agreement in Credit Risk<\/li>\n<li>model risk in Credit Risk<\/li>\n<li>money settlement in Credit Risk<\/li>\n<li>Moody&#8217;s Investor Service in Credit Risk<\/li>\n<li>multilateral netting in Credit Risk<\/li>\n<\/ul>\n<div><a href=\"#top\">Go to Top<\/a><\/div>\n<h2 id=\"N\">N<\/h2>\n<ul>\n<li>Negative Covenant in Credit Risk<\/li>\n<li>net credit (or debit) position in Credit Risk<\/li>\n<li>Net Present Value (NPV) in Credit Risk<\/li>\n<li>net settlement system in Credit Risk<\/li>\n<li>netting in Credit Risk<\/li>\n<li>Non-Performing Loan (NPL) in Credit Risk<\/li>\n<li>novation in Credit Risk<\/li>\n<\/ul>\n<div><a href=\"#top\">Go to Top<\/a><\/div>\n<h2 id=\"O\">O<\/h2>\n<ul>\n<li>offshore system in Credit Risk<\/li>\n<li>omnibus account in Credit Risk<\/li>\n<li>open offer in Credit Risk<\/li>\n<li>open position in Credit Risk<\/li>\n<li>Operational Risk in Credit Risk<\/li>\n<li>Option-Adjusted Spread (OAS) in Credit Risk<\/li>\n<li>Overcollateralization in Credit Risk<\/li>\n<li>overnight credit (overnight money) in Credit Risk<\/li>\n<li>oversight in Credit Risk<\/li>\n<\/ul>\n<div><a href=\"#top\">Go to Top<\/a><\/div>\n<h2 id=\"P\">P<\/h2>\n<ul>\n<li>participant link (between CCPs) in Credit Risk<\/li>\n<li>payment (funds transfer) in Credit Risk<\/li>\n<li>payment netting in Credit Risk<\/li>\n<li>payment order (instruction) message in Credit Risk<\/li>\n<li>payment system in Credit Risk<\/li>\n<li>payment versus payment (PvP) in Credit Risk<\/li>\n<li>peer-to-peer link (between CCPs) in Credit Risk<\/li>\n<li>physical delivery in Credit Risk<\/li>\n<li>pledge in Credit Risk<\/li>\n<li>portability in Credit Risk<\/li>\n<li>Portfolio in Credit Risk<\/li>\n<li>portfolio margining in Credit Risk<\/li>\n<li>position netting in Credit Risk<\/li>\n<li>potential future exposure in Credit Risk<\/li>\n<li>pre-settlement risk in Credit Risk<\/li>\n<li>prefunded default arrangement in Credit Risk<\/li>\n<li>Pricing Basics in Credit Risk<\/li>\n<li>Pricing Methods in Credit Risk<\/li>\n<li>Principal At Risk (PAR) in Credit Risk<\/li>\n<li>principal risk in Credit Risk<\/li>\n<li>Probability of Default (PD) in Credit Risk<\/li>\n<li>Probability of Default (PD) Model in Credit Risk<\/li>\n<li>Probability of Default in Credit Risk<\/li>\n<li>procyclicality in Credit Risk<\/li>\n<li>provisional transfer in Credit Risk<\/li>\n<\/ul>\n<div><a href=\"#top\">Go to Top<\/a><\/div>\n<h2 id=\"Q\">Q<\/h2>\n<ul>\n<li>Quality of Collateral in Credit Risk<\/li>\n<li>Quantitative Analysis in Credit Risk<\/li>\n<li>Quick Ratio in Credit Risk<\/li>\n<\/ul>\n<div><a href=\"#top\">Go to Top<\/a><\/div>\n<h2 id=\"R\">R<\/h2>\n<ul>\n<li>Rating terminology in Credit Risk<\/li>\n<li>re-hypothecation in Credit Risk<\/li>\n<li>real-time gross settlement (RTGS) in Credit Risk<\/li>\n<li>reconciliation in Credit Risk<\/li>\n<li>recovery (of an FMI) in Credit Risk<\/li>\n<li>Recovery Rate in Credit Risk<\/li>\n<li>Recovery Risk in Credit Risk<\/li>\n<li>replacement cost in Credit Risk<\/li>\n<li>replacement-cost risk in Credit Risk<\/li>\n<li>repurchase agreement (repo) in Credit Risk<\/li>\n<li>retail payment system in Credit Risk<\/li>\n<li>reuse of collateral in Credit Risk<\/li>\n<li>reverse repo in Credit Risk<\/li>\n<li>reverse stress testing in Credit Risk<\/li>\n<li>Risk-Adjusted Return on Capital (RAROC) in Credit Risk<\/li>\n<li>rolling settlement in Credit Risk<\/li>\n<\/ul>\n<div><a href=\"#top\">Go to Top<\/a><\/div>\n<h2 id=\"S\">S<\/h2>\n<ul>\n<li>Scoring at Different Customer Stages in Credit Risk<\/li>\n<li>Securities in Credit Risk<\/li>\n<li>securities registrar in Credit Risk<\/li>\n<li>securities settlement system (SSS) in Credit Risk<\/li>\n<li>Securitization in Credit Risk<\/li>\n<li>segregated individual account in Credit Risk<\/li>\n<li>segregation in Credit Risk<\/li>\n<li>sender limit in Credit Risk<\/li>\n<li>settlement agent in Credit Risk<\/li>\n<li>settlement asset in Credit Risk<\/li>\n<li>settlement bank in Credit Risk<\/li>\n<li>settlement cycle in Credit Risk<\/li>\n<li>settlement fail in Credit Risk<\/li>\n<li>settlement in Credit Risk<\/li>\n<li>settlement lag (payment lag) in Credit Risk<\/li>\n<li>settlement obligation in Credit Risk<\/li>\n<li>settlement risk in Credit Risk<\/li>\n<li>settlement system in Credit Risk<\/li>\n<li>single point of failure in Credit Risk<\/li>\n<li>specific wrong-way risk in Credit Risk<\/li>\n<li>Spread Risk in Credit Risk<\/li>\n<li>straight through processing (STP) in Credit Risk<\/li>\n<li>Stress Testing in Credit Risk<\/li>\n<li>substitution in Credit Risk<\/li>\n<li>survivors pay in Credit Risk<\/li>\n<li>systemic disruption in Credit Risk<\/li>\n<li>systemic risk in Credit Risk<\/li>\n<li>systemically important payment system (SIPS) in Credit Risk<\/li>\n<\/ul>\n<div><a href=\"#top\">Go to Top<\/a><\/div>\n<h2 id=\"T\">T<\/h2>\n<ul>\n<li>Term Structure of Credit Spreads in Credit Risk<\/li>\n<li>The First Pillar-Minimum Capital Requirements in Credit Risk<\/li>\n<li>The Second Pillar-Supervisory Review Process in Credit Risk<\/li>\n<li>The Third Pillar-Market Discipline. in Credit Risk<\/li>\n<li>third-party service provider to an FMI in Credit Risk<\/li>\n<li>tiered participation arrangement in Credit Risk<\/li>\n<li>Time to Default (TTD) in Credit Risk<\/li>\n<li>Trade Credit Insurance in Credit Risk<\/li>\n<li>trade repository (TR) in Credit Risk<\/li>\n<li>Trading of Credit Assets in Credit Risk<\/li>\n<li>transfer in Credit Risk<\/li>\n<\/ul>\n<div><a href=\"#top\">Go to Top<\/a><\/div>\n<h2 id=\"U\">U<\/h2>\n<ul>\n<li>Understanding Financial Statements in Credit Risk<\/li>\n<li>Underwriting Standards in Credit Risk<\/li>\n<li>Unsecured Debt in Credit Risk<\/li>\n<li>Unsystematic Risk in Credit Risk<\/li>\n<li>unwind in Credit Risk<\/li>\n<\/ul>\n<div><a href=\"#top\">Go to Top<\/a><\/div>\n<h2 id=\"V\">V<\/h2>\n<ul>\n<li>value date in Credit Risk<\/li>\n<li>Value-at-Risk (VaR) in Credit Risk<\/li>\n<li>Value-in-Use (VIU) in Credit Risk<\/li>\n<li>variation margin in Credit Risk<\/li>\n<li>Volatility Risk in Credit Risk<\/li>\n<\/ul>\n<div><a href=\"#top\">Go to Top<\/a><\/div>\n<h2 id=\"W\">W<\/h2>\n<ul>\n<li>waterfall in Credit Risk<\/li>\n<li>Weighted Average Rating Factor (WARF) in Credit Risk<\/li>\n<li>wind down in Credit Risk<\/li>\n<li>Working Capital in Credit Risk<\/li>\n<li>Write-Down in Credit Risk<\/li>\n<\/ul>\n<div><a href=\"#top\">Go to Top<\/a><\/div>\n<h2 id=\"X\">X<\/h2>\n<ul>\n<li>X-Value Adjustment (XVA) in Credit Risk<\/li>\n<\/ul>\n<div><a href=\"#top\">Go to Top<\/a><\/div>\n<h2 id=\"Y\">Y<\/h2>\n<ul>\n<li>Yield Curve in Credit Risk<\/li>\n<li>Yield Spread in Credit Risk<\/li>\n<li>Yield-to-Maturity (YTM) in Credit Risk<\/li>\n<\/ul>\n<div><a href=\"#top\">Go to Top<\/a><\/div>\n<h2 id=\"Z\">Z<\/h2>\n<ul>\n<li>Z-Score in Credit Risk<\/li>\n<li>Z-Spread in Credit Risk<\/li>\n<li>zero hour rule in Credit Risk<\/li>\n<li>Zero-Coupon Bond in Credit Risk<\/li>\n<\/ul>\n<div><a href=\"#top\">Go to Top<\/a><\/div>\n<\/div>","protected":false},"excerpt":{"rendered":"<p>Important definitions and terminologies used in Credit Risk ABCDEFGHIJKLMNOPQRSTUVWXYZ 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&#8230;<\/p>\n","protected":false},"author":10,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"categories":[],"tags":[],"class_list":["post-127597","page","type-page","status-publish","hentry"],"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v24.5 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Credit Risk Glossary - Tutorial<\/title>\n<meta name=\"description\" content=\"What is Credit Risk? 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