Fully loaded and Probability of Default: Difference between pages

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imported>Doug Williamson
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imported>Doug Williamson
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''Bank prudential management.''
(PD).


Fully loaded measures are ones presented ''as if'' any transitional implementation period had already come to end.
Probability of Default means an assessment of the probability that the counterparty to a loan will default within a specified timeframe, usually one year.


More stringent measures are calculated and reported, ignoring the softening benefit of any transitional implementation period.


== See also ==


Examples include Basel III and CRD IV.
* [[Credit rating]]
* [[Default]]
 
* [[Expected Loss]]
== See also ==
* [[Exposure At Default]]
* [[Bank supervision]]
* [[IRB]]
* [[Basel III]]
* [[Loss Given Default]]
* [[Capital adequacy]]
* [[CRD IV]]
* [[Fully loaded Basel III]]
* [[Liquidity Coverage Ratio]]
* [[Leverage ratio]]
* [[Macroprudential]]
* [[Microprudential]]
* [[Moral hazard]]
* [[Net stable funding ratio]]
* [[Too Big To Fail]]

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.


See also