Category:Credit Events
From Open Risk Manual
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.
Pages in category "Credit Events"
The following 29 pages are in this category, out of 29 total.
