TERMIUM Plus®

The Government of Canada’s terminology and linguistic data bank.

CREDITMETRICS MODEL [1 record]

Filter results by subject field Alphabetical list of terms

Filter results by subject field

Alphabetical list of terms

Record 1 1998-01-28

English

Subject field(s)
  • Investment
CONT

The CreditMetrics model launched this week by J.P. Morgan aims to build on this kind of approach by setting a market standard for measuring credit risk. The model aims to produce a single number for how much a bank stands to lose on a portfolio of credits which may have very different characteristics, and therefore how much capital it ought to hold in reserve.

French

Domaine(s)
  • Investissements et placements
CONT

Le modèle CreditMetrics récemment mis au point par J.P. Morgan a pour objet de définir une norme de marché en matière d'évaluation des risques de crédit en s'appuyant sur ce type d'approche. Le modèle vise à produire un chiffre unique représentant le montant qu'une banque risque de perdre sur un portefeuille de crédits très divers par leurs caractéristiques et, par conséquent, le montant de fonds propres qu'elle doit constituer en réserve.

Spanish

Save record 1

Copyright notice for the TERMIUM Plus® data bank

© Public Services and Procurement Canada, 2024
TERMIUM Plus®, the Government of Canada's terminology and linguistic data bank
A product of the Translation Bureau

Display options

Change the order of display of the official languages of Canada
Option to display the non-official languages (Spanish or Portuguese)
Display definitions, contexts, etc., on records

Features

Language Portal of Canada

Access a collection of Canadian resources on all aspects of English and French, including quizzes.

Writing tools

The Language Portal’s writing tools have a new look! Easy to consult, they give you access to a wealth of information that will help you write better in English and French.

Glossaries and vocabularies

Access Translation Bureau glossaries and vocabularies.

Date Modified: