Probability of Default: Difference between revisions
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== See also == | == See also == | ||
* [[Credit Benchmark]] | |||
* [[Credit rating]] | * [[Credit rating]] | ||
* [[Default]] | * [[Default]] | ||
* [[Expected | * [[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.
