A measure that is used to determine exposure at default (EAD) for OTC derivatives under a bank's internal model method....
It stands for effective expected positive exposure; a measure that is used to determine exposure at default (EAD) for OTC...
It stands for downturn loss given default; a measure of loss given default (LGD) that captures the worst level reached...
A measure of loss given default (LGD) that captures the worst level reached in the economic cycle (the trough). Downturn...
A measure of loss given default (LGD) that captures the worst level reached in the economic cycle (the trough). Downturn...
It stands for probability of default; in connection with the risk of default (associated with a loan or a credit...
In connection with the risk of default (associated with a loan or a credit arrangement), probability of default (PD) is...
A provision/ clause a default in a loan, bond, or swap agreement that triggers default in another. The provision states...
It stands for exposure at default; a measure of a bank's exposure to losses arising from defaulting loans. It represents...
A measure of a bank's exposure to losses arising from defaulting loans. It represents the total amount of potential losses...
