- expected loss given default
- expected loss given default (ELGD) BANK, FIN volumengewichtete Verlustquote f bei Ausfall (Basel II)
Englisch-Deutsch Fachwörterbuch der Wirtschaft . 2013.
expected loss given default
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Loss given default (LGD) — Loss Given Default or LGD is a common parameter in Risk Models and also a parameter used in the calculation of Economic Capital or Regulatory Capital under Basel II for a banking institution. This is an attribute of any exposure on bank s… … Wikipedia
Loss Given Default — (LGD) ist in der Kreditrisikosteuerung die Bezeichnung für die Verlustquote. Der LGD ist neben der Ausfallwahrscheinlichkeit (Probability of Default; oder häufig kurz als PD bezeichnet) und dem Exposure at Default (= ausstehendes Obligo im… … Deutsch Wikipedia
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default — de·fault /di fȯlt, dē ˌfȯlt/ n [Anglo French defalte defaute lack, fault, failure to answer a summons, from defaillir to be lacking, fail, from de , intensive prefix + faillir to fail] 1: failure to do something required by duty (as under a… … Law dictionary
Exposure At Default - EAD — A total value that a bank is exposed to at the time of default. Each underlying exposure that a bank has is given an EAD value and is identified within the bank s internal system. Using the internal ratings board (IRB) approach, financial… … Investment dictionary
Exposure at default (EAD) — is a parameter used in the calculation of economic capital or regulatory capital under Basel II for a banking institution. This is an attribute of any exposure on bank s client.DefinitionIn general EAD can be seen as an estimation of the extent… … Wikipedia
LGD — Loss Given Default (LGD) ist in der Kreditrisikosteuerung die Bezeichnung für die Verlustquote. Der LGD ist neben der Ausfallwahrscheinlichkeit (Probability of Default; oder häufig kurz als PD bezeichnet) und dem Exposure at Default (=… … Deutsch Wikipedia
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Foundation IRB — The term Foundation IRB or F IRB is an abbreviation of foundation internal ratings based approach and it refers to a set of credit risk measurement techniques proposed under Basel II capital adequacy rules for banking institutions.Under this… … Wikipedia
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