Statements (52)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
Financial Risk
|
| gptkbp:affects |
Investors
Lenders Bondholders |
| gptkbp:alsoKnownAs |
Default Risk
|
| gptkbp:assesses |
Credit Analysis
Credit Scoring |
| gptkbp:cause |
Bankruptcy
Financial Loss Loan Write-off |
| gptkbp:example |
Risk in Corporate Bonds
Risk in Credit Cards Risk in Mortgages Risk in Personal Loans Risk in Sovereign Bonds |
| https://www.w3.org/2000/01/rdf-schema#label |
Credit Default Risk
|
| gptkbp:importantFor |
gptkb:Banks
gptkb:Regulators Investors Credit Rating Agencies |
| gptkbp:influencedBy |
Interest Rates
Leverage Ratio Economic Conditions Borrower Creditworthiness Country Risk Industry Risk |
| gptkbp:isA |
Type of Credit Risk
|
| gptkbp:measures |
Credit Ratings
Credit Spread Probability of Default |
| gptkbp:mitigatedBy |
gptkb:Collateral
Credit Derivatives Credit Insurance |
| gptkbp:modeledAfter |
Logistic Regression
Credit Risk Models Machine Learning Models Reduced Form Models Structural Models |
| gptkbp:quantifiedBy |
Exposure at Default
Expected Loss Loss Given Default Probability of Default |
| gptkbp:refersTo |
Risk of Borrower Failing to Make Required Debt Payments
|
| gptkbp:regulates |
gptkb:Dodd-Frank_Act
gptkb:Basel_Accords gptkb:IFRS_9 |
| gptkbp:relatedTo |
Market Risk
Operational Risk Counterparty Risk Bankruptcy Risk |
| gptkbp:bfsParent |
gptkb:CDR
|
| gptkbp:bfsLayer |
7
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