Exposure At Default and TIBOR: Difference between pages

Revision as of 18:22, 1 December 2018

Tokyo Interbank Offered Rate.

Not to be confused with JPY LIBOR.

@@ Line 1: / Line 1: @@
-''Credit risk evaluation - banking.''
+Tokyo Interbank Offered Rate.
-(EAD).
+Not to be confused with JPY LIBOR.
-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 ==
+* [[EURIBOR]]
+* [[JPY LIBOR]]
+* [[LIBOR]]
-==See also==
+[[Category:Financial_products_and_markets]]
-*[[Default]]
-*[[Expected Loss]]
-*[[Loss Given Default]]
-*[[Probability of Default]]