Product details

By continuing to use our site you consent to the use of cookies as described in our privacy policy unless you have disabled them.
You can change your cookie settings at any time but parts of our site will not function correctly without them.
Technical note
-
Reference no. UVA-F-1898
Published by: Darden Business Publishing
Originally published in: 2020
Version: 9 March 2020
Revision date: 16-Oct-2023

Abstract

Capital markets facilitate the appropriate exchange of money. For lenders and borrowers, the interest rate is the primary pricing mechanism that markets use in this exchange. For borrowers deemed to have higher credit risk, lenders add a risk premium to the interest rate to compensate for higher risk. Credit risk is the risk that the borrower will default on (not pay) the payments agreed upon in the loan. Such risk-based interest rates ensure that money flows appropriately between lenders and borrowers. Credit analysis is the process of determining a potential borrower's credit risk. This note explores credit analysis and its relation to the credit-risk premium in interest rates.

About

Abstract

Capital markets facilitate the appropriate exchange of money. For lenders and borrowers, the interest rate is the primary pricing mechanism that markets use in this exchange. For borrowers deemed to have higher credit risk, lenders add a risk premium to the interest rate to compensate for higher risk. Credit risk is the risk that the borrower will default on (not pay) the payments agreed upon in the loan. Such risk-based interest rates ensure that money flows appropriately between lenders and borrowers. Credit analysis is the process of determining a potential borrower's credit risk. This note explores credit analysis and its relation to the credit-risk premium in interest rates.

Related