Exposure At Default: Difference between revisions
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imported>Doug Williamson (Add link.) |
imported>Doug Williamson (Amend link.) |
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==See also== | ==See also== | ||
*[[Default]] | *[[Default]] | ||
*[[Expected | *[[Expected Loss]] | ||
*[[Loss Given Default]] | *[[Loss Given Default]] | ||
*[[Probability of Default]] | *[[Probability of Default]] | ||
Revision as of 16:17, 12 November 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.
