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Accounting
Banking

EAD

It stands for exposure at default; a measure of a bank's exposure to losses arising from defaulting loans. It represents...

Exposure at Default

A measure of a bank's exposure to losses arising from defaulting loans. It represents the total amount of potential losses...

Credit Risk

The risk that a financial loss will be incurred by a party to a financial instrument (or broadly any financial...

Credit Spread 01

With respect to credit default swaps (CDS), it is the credit exposure of the swap at a given point in time (it...

Replacement Cost of a Derivative

The present value of the expected future net cash flows of a derivative. This value captures the current credit exposure...

Risky DV01

In relation to credit default swaps (CDS), it is the credit exposure of the swap at a given point in time. It...

Risky PV01

In relation to credit default swaps (CDS), it is the credit exposure of the swap at a given point in time. It...