POMO and Probability of Default: Difference between pages

From ACT Wiki
(Difference between pages)
Jump to navigationJump to search
imported>Doug Williamson
m (Link with Quantitative easing page.)
 
imported>Doug Williamson
(Add link.)
 
Line 1: Line 1:
''US banking''.
(PD).
 
Permanent [[open market operations]].
 
Somewhat ironic or dis-approving term used to highlight the US [[Federal Open Market Committee]]'s use of [[open market operations]] to add to or reduce balances ('[[reserves]]') of eligible institutions with [[Federal Reserve Bank]]s on a longer-than-usual period - with the implication that it may be semi-permanent.


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 ==
== See also ==
* [[Credit Benchmark]]
* [[Credit rating]]
* [[Default]]
* [[Expected Loss]]
* [[Exposure At Default]]
* [[IRB]]
* [[Loss Given Default]]


* [[Quantitative easing]]
[[Category:The_business_context]]
[[Category:Investment]]
[[Category:Long_term_funding]]

Latest revision as of 20:41, 20 June 2020

(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

Retrieved from ‘https://wiki.treasurers.org/w/index.php?title=POMO&oldid=38545’