Question: What are the types of Credit risk?
Answer: There are following types of credit risk - Default risk - Credit-spread risk - Downgrade risk.
Question: What is the use of Credit Risk model?
Answer: Using Credit risk models you can estimate the probability distribution of losses for a bond portfolio.
Question: For measuring the bond portfolio risk, what you use?
Answer: Portfolio risk measures include - Statistical measures of return - Tracking error risk.
Question: What all are the statistical measure are used for a bond portfolio and benchmark?
Answer: Statistical measures of portfolio and benchmark risk include the - Standard deviation - Skewness - Kurtosis.