请问风险暴露EAD的英文全称是什么? 还有LGD?
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发布时间:2022-04-26 21:11
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时间:2023-11-02 22:09
Exposure at default (EAD)
Loss Given Default (LGD)
Loss Given Default or LGD is a common parameter in Risk Models and also a parameter used in the calculation of Economic Capital or Regulatory Capital under Basel II for a banking institution. This is an attribute of any exposure on bank's client.
热心网友
时间:2023-11-02 22:09
Exposure at default (EAD)
Loss Given Default (LGD)
Loss Given Default or LGD is a common parameter in Risk Models and also a parameter used in the calculation of Economic Capital or Regulatory Capital under Basel II for a banking institution. This is an attribute of any exposure on bank's client.