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  2. Probability of default - Wikipedia

    en.wikipedia.org/wiki/Probability_of_default

    Probability of default (PD) is a financial term describing the likelihood of a default over a particular time horizon. It provides an estimate of the likelihood that a borrower will be unable to meet its debt obligations. [1] [2] PD is used in a variety of credit analyses and risk management frameworks.

  3. Risk-neutral measure - Wikipedia

    en.wikipedia.org/wiki/Risk-neutral_measure

    The absence of arbitrage is crucial for the existence of a risk-neutral measure. In fact, by the fundamental theorem of asset pricing, the condition of no-arbitrage is equivalent to the existence of a risk-neutral measure. Completeness of the market is also important because in an incomplete market there are a multitude of possible prices for ...

  4. Credit valuation adjustment - Wikipedia

    en.wikipedia.org/wiki/Credit_valuation_adjustment

    where is the maturity of the longest transaction in the portfolio, is the future value of one unit of the base currency invested today at the prevailing interest rate for maturity , is the loss given default, is the time of default, () is the exposure at time , and (,) is the risk neutral probability of counterparty default between times and .

  5. Rational pricing - Wikipedia

    en.wikipedia.org/wiki/Rational_pricing

    Note that above, the risk neutral formula does not refer to the expected or forecast return of the underlying, nor its volatility – p as solved, relates to the risk-neutral measure as opposed to the actual probability distribution of prices. Nevertheless, both arbitrage free pricing and risk neutral valuation deliver identical results.

  6. Internal ratings-based approach (credit risk) - Wikipedia

    en.wikipedia.org/wiki/Internal_Ratings-Based...

    Senior management should regularly review the rating system and identify areas needing improvement. Reporting is required to include risk profile by grade; migrations across different grades; risk parameter estimates for each grade; a comparison of the actual default rates against the expected as predicted by the rating system

  7. Loss given default - Wikipedia

    en.wikipedia.org/wiki/Loss_given_default

    Loss given default or LGD is the share of an asset that is lost if a borrower defaults. It is a common parameter in risk models and also a parameter used in the calculation of economic capital, expected loss or regulatory capital under Basel II for a banking institution. This is an attribute of any exposure on bank's client.

  8. Bankruptcy vs. default: Which route is best for you? - AOL

    www.aol.com/finance/bankruptcy-vs-default-route...

    Debt management plans. A debt management plan can also help you resolve overwhelming debt. It involves a credit counselor reaching out to your creditors to negotiate concessions on your behalf in ...

  9. Financial risk management - Wikipedia

    en.wikipedia.org/wiki/Financial_risk_management

    The scope here - ie in non-financial firms [12] - is thus broadened [9] [67] [68] (re banking) to overlap enterprise risk management, and financial risk management then addresses risks to the firm's overall strategic objectives, incorporating various (all) financial aspects [69] of the exposures and opportunities arising from business decisions ...

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