Exposure At Default - Revision history

imported>Doug Williamson: Classify page.

2022-06-30T20:41:38Z

Classify page.

← Older revision		Revision as of 20:41, 30 June 2022
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	''Credit risk evaluation - banking''		''Credit risk evaluation - banking''.

	(EAD).		(EAD).
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	*[[Probability of Default]]		*[[Probability of Default]]
	*[[Replacement cost]]		*[[Replacement cost]]

			[[Category:Accounting,_tax_and_regulation]]
			[[Category:Identify_and_assess_risks]]

imported>Doug Williamson: Expand.

2016-11-13T14:35:15Z

Expand.

← Older revision		Revision as of 14:35, 13 November 2016
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	=====~~EAD~~ for derivative contracts=====		=====Exposure At Default for derivative contracts=====
	The EAD for a derivatives contract has two components:		The Exposure at Default (EAD) for a derivatives contract has two components:
	*The current fair market value or replacement cost (RC); and		*The current fair market value or replacement cost (RC); and
	*The possible future increase in the market value over the remaining life of the contract.		*The possible future increase in the market value over the remaining life of the contract.
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	Considering both elements of the EAD together:		Considering both elements of the derivative contract EAD together:

	EAD = RC + PFE		EAD = RC + PFE

imported>Doug Williamson: Mend link.

2016-11-13T14:34:23Z

Mend link.

← Older revision		Revision as of 14:34, 13 November 2016
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	*[[Potential Future Exposure]]		*[[Potential Future Exposure]]
	*[[Probability of Default]]		*[[Probability of Default]]
	*[[Replacement ~~Cost~~]]		*[[Replacement cost]]

imported>Doug Williamson: Expand. Sources: linked pages.

2016-11-13T14:34:07Z

Expand. Sources: linked pages.

@@ Line 7: / Line 7: @@
 *Drawn balances; and
 *Any undrawn amounts of commitments and contingent exposures.
@@ Line 13: / Line 27: @@
 *[[Expected Loss]]
 *[[Loss Given Default]]
 *[[Probability of Default]]

imported>Doug Williamson: Layout.

2016-11-13T14:29:38Z

Layout.

← Older revision		Revision as of 14:29, 13 November 2016
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	''Credit risk evaluation - banking.''		''Credit risk evaluation - banking''

	(EAD).		(EAD).

imported>Doug Williamson: Amend link.

2016-11-12T16:17:07Z

Amend link.

← Older revision		Revision as of 16:17, 12 November 2016
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	==See also==		==See also==
	*[[Default]]		*[[Default]]
	*[[Expected ~~loss~~]]		*[[Expected Loss]]
	*[[Loss Given Default]]		*[[Loss Given Default]]
	*[[Probability of Default]]		*[[Probability of Default]]

imported>Doug Williamson: Add link.

2016-10-30T20:26:26Z

Add link.

← Older revision		Revision as of 20:26, 30 October 2016
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	==See also==		==See also==
	*[[Default]]		*[[Default]]
			*[[Expected loss]]
	*[[Loss Given Default]]		*[[Loss Given Default]]
	*[[Probability of Default]]		*[[Probability of Default]]

imported>Doug Williamson: Update links.

2016-10-30T20:22:43Z

Update links.

← Older revision		Revision as of 20:22, 30 October 2016
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	==See also==		==See also==
	*[[Default]]		*[[Default]]
	*[[~~LGD~~]]		*[[Loss Given Default]]
	*[[PD]]		*[[Probability of Default]]

imported>Doug Williamson: Expand: Source: Linked pages.

2016-10-30T19:09:44Z

Expand: Source: Linked pages.

New page

''Credit risk evaluation - banking.''

(EAD).

Exposure At Default is an amount expected to be outstanding following a default by a counterparty, taking account of:
*Any credit risk mitigation;
*Drawn balances; and
*Any undrawn amounts of commitments and contingent exposures.

==See also==
*[[Default]]
*[[LGD]]
*[[PD]]