кредитный риск(Also referred to as credit risk (as gauged by commercial rating companies), the risk that an issuer of a bond may be unable to make timely principal and interest payments. The New York Times Financial Glossary The risk arising from the chance that debtors will not make promised payments either on time or in full. Also called credit risk. American Banker Glossary –––– The risk that an issuer of a bond may be unable to make timely principal and interest payments. Also referred to as credit risk (as gauged by commercial rating companies). Bloomberg Financial Dictionary Alexander Demidov)
риск дефолта выпуска ценных бумаг(is intended to capture the Jump-to-Default (JTD) risk of an instrument i.e. the loss that would be suffered by the holder if the issuer of the bond or equity were to default Millie)
