Probability of Default: Difference between revisions
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imported>Doug Williamson (Added link) |
imported>Doug Williamson (Amend link.) |
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* [[Credit rating]] | * [[Credit rating]] | ||
* [[Default]] | * [[Default]] | ||
* [[Expected | * [[Expected Loss]] | ||
* [[Exposure At Default]] | * [[Exposure At Default]] | ||
* [[IRB]] | * [[IRB]] | ||
* [[Loss Given Default]] | * [[Loss Given Default]] | ||
Revision as of 16:17, 12 November 2016
(PD).
Probability of Default means an assessment of the probability that the counterparty to a loan will default within a specified timeframe, usually one year.
