# Market vs. Credit Loss distributions: differences

If we define the Loss distribution of a portfolio as

$$L_{t+h}=-(V_{t+h}-V_{t})$$

where $$V_{t}$$ is the value of the portfolio at time $$t$$ and $$h$$ is the time horizon, which are the (graphical) differences between a Loss distribution regarding Market Risk and a one regarding Credit Risk?

For example, could a Market Loss distribution of a bank portfolio have an expected loss different from zero?

Can't the Credit Loss distribution go below zero because you can't earn more than what you lent, if the cash flow is discounted?