credit risk

noun
1.
the possibility of loss if a borrower defaults on a loan.
2.
a borrower regarded as likely to default on a loan.
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Based on the Random House Dictionary, © Random House, Inc. 2014.
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Example sentences
And because they don't pay their bills when they are in space they're a bad
  credit risk so don't loan them any money.
But the central bank is taking on a lot of credit risk.
These sat uncomfortably between market and credit risk.
On the contrary, they have a strong record as benchmarks of credit risk.
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