Exposure At Default: Difference between revisions

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imported>Doug Williamson
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Revision as of 19:09, 30 October 2016

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

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