Exposure At Default: Difference between revisions
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imported>Doug Williamson (Expand: Source: Linked pages.) |
imported>Doug Williamson (Update links.) |
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==See also== | ==See also== | ||
*[[Default]] | *[[Default]] | ||
*[[ | *[[Loss Given Default]] | ||
*[[ | *[[Probability of Default]] | ||
Revision as of 20:22, 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.
