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 early on a voluntary basis, 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

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