The Credit Risk

Vergil Voineagu, Danut Culetu and Zoica DINCA (nicola)
Additional contact information
Vergil Voineagu: Academy of Economic Studies Bucharest
Danut Culetu: „Andrei Saguna” University of Constanta
Zoica DINCA (nicola): „Artifex” University of Bucharest

Romanian Statistical Review Supplement, 2013, vol. 61, issue 3, 171-179

Abstract: At a conceptual level, the credit risk is a component of market risk. It can occur as a result of two causes: the issuing company does not want/can no longer meet its obligations; damage to the issuing company's rating, which results in lowering the price of shares in the company in question. Both of these causes are closely linked with the risk of default that is exposed when the investor invests in shares or bonds of a company.

Keywords: credit risk; market risk; the Basel system; risk coefficients (search for similar items in EconPapers)
Date: 2013
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.revistadestatistica.ro/suplimente/2013/3_2013/srrs3_2013a21.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:rsr:supplm:v:61:y:2013:i:3:p:171-179

Access Statistics for this article

More articles in Romanian Statistical Review Supplement from Romanian Statistical Review Contact information at EDIRC.
Bibliographic data for series maintained by Adrian Visoiu ().