Expected Loss and FLiT: Difference between pages

Latest revision as of 15:40, 4 October 2021

Association of Corporate Treasurers (ACT)

The FLiT is the Future Leaders in Treasury forum and group, established by the ACT to engage with younger treasury professionals.

More details of the FLiT's work can be found at: FLiT web page.

@@ Line 1: / Line 1: @@
-''Credit risk evaluation - banking.''
+''Association of Corporate Treasurers (ACT)''
-(EL).
+The FLiT is the Future Leaders in Treasury forum and group, established by the ACT to engage with younger treasury professionals.
-Expected Loss is a regulatory calculation of the amount expected to be lost on a credit risk exposure within a 12-month timeframe.
-It is calculated as:
+====FLiT's web page====
-EL = PD x EAD x LGD
+More details of the FLiT's work can be found at: [https://www.treasurers.org/futureleaders FLiT web page].
-Where:
+== See also ==
+* [[Association of Corporate Treasurers]]
+* [[Future Leaders in Treasury]]
-EL = expected loss
+[[Category:The_business_context]]
+[[Category:Compliance_and_audit]]
-PD = probability of default %
+[[Category:Ethics]]
+[[Category:Identify_and_assess_risks]]
-EAD = exposure at default
+[[Category:Manage_risks]]
+[[Category:Risk_frameworks]]
-LGD = loss given default %
+[[Category:Risk_reporting]]
-==See also==
-*[[Capital adequacy]]
-*[[Default]]
-*[[Exposure At Default]]
-*[[Loss Given Default]]
-*[[Probability of Default]]