Risk that the business partner (borrower, counterparty, issuer, guarantor) will not meet the contractual obligations during the entire term of the transaction.
The credit risk comprises the sub-areas of counterparty/issuer risk and county risk, as well as the risks from classic credit products and the counterparty risk from the trading book. It includes a term- and risk-related add-on to cover potential positive changes in the market value.
Credit risk can consist in just a counterparty risk, or an issuer risk, depending on the transaction category.
In addition to credit risk, settlement risk also falls under counterparty/issuer risk and country risk.
SAP przykład użycia CREDIT-RISK pomoc. Jak działa credit-risk kod programu ABAP. Wykorzystanie kodu Credit-Risk w programie funtion module SE37. Obsługa funkcji credit-risk w klasie.
Słownik i definicje SAPa na C.
