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3. Credit risk
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Corporate sector 3.9 Option-adjusted spreads 3.10 Expected default frequency
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Table of contents
1. Interlinkages and composite measures of systemic risk
2. Macro risk
3. Credit risk
3.1/3.2 Annual growth rates of MFI loans
Data
3.3/3.4 Cost of borrowing from MFIs
Data
3.5/3.6 Lending margins of MFIs
Data
3.7/3.8 Changes in credit standards
Data
Corporate sector 3.9 Option-adjusted spreads 3.10 Expected default frequency
Data
3.11 Foreign currency loans
Data
3.12/3.13 Residential property prices
Data
3.14 Insurance groups' credit quality steps
Data
4. Funding & Liquidity
5. Market risk
6. Profitability and Solvency
7. Structural risk
8. Risk related to central counterparties
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