Category:Credit Events: Difference between revisions

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Latest revision as of 09:49, 8 October 2019

This category defines a range of credit events, that is events in which some payment or payments are not made. These include credit events relating to a specific debt obligation and events relating to the business entity as a whole. Note: these were derived from the credit default swaps model, with extensive reference to the FpML standard for those instruments. Additional kinds of credit event may be needed for loan and other contexts.