Probability of Default: Difference between revisions

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