Probability of default
Probability of default (PD) is a financial term describing the likelihood of a default over a particular time horizon. It provides an estimate of the likelihood that a borrower will be unable to meet its debt obligations. PD is used in a variety of credit analyses and risk management frameworks. Under Basel II, it is a key parameter used in the calculation of economic capital or regulatory capital for a banking institution. PD is closely linked to the Expected Loss, which is defined as the product of the PD, the Loss Given Default (LGD) and the Exposure at Default (EAD).
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Probability of default
Probability of default (PD) is a financial term describing the likelihood of a default over a particular time horizon. It provides an estimate of the likelihood that a borrower will be unable to meet its debt obligations. PD is used in a variety of credit analyses and risk management frameworks. Under Basel II, it is a key parameter used in the calculation of economic capital or regulatory capital for a banking institution. PD is closely linked to the Expected Loss, which is defined as the product of the PD, the Loss Given Default (LGD) and the Exposure at Default (EAD).
has abstract
Die Ausfallwahrscheinlichkeit ...... zur Messung der Kreditrisiken.
@de
La probabilità di default (PD, ...... gamenti superiore a 90 giorni.
@it
La probabilité de défaut est u ...... ur les institutions bancaires.
@fr
Prawdopodobieństwo niewykonani ...... ydującymi o kondycji podmiotu.
@pl
Probability of default (PD) is ...... the Exposure at Default (EAD).
@en
倒産確率(とうさんかくりつ)とは、バーゼルIIのもと、自己資本比率を計算するために使われるパラメータの1つである。
@ja
違約機率(Probability of Default,PD ...... 大小。通常可以用統計模型來估計。此種統計模型又稱為PD模型。
@zh
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Die Ausfallwahrscheinlichkeit ...... zur Messung der Kreditrisiken.
@de
La probabilità di default (PD, ...... gamenti superiore a 90 giorni.
@it
La probabilité de défaut est u ...... ur les institutions bancaires.
@fr
Prawdopodobieństwo niewykonani ...... ch oraz historycznie zaobserwo
@pl
Probability of default (PD) is ...... the Exposure at Default (EAD).
@en
倒産確率(とうさんかくりつ)とは、バーゼルIIのもと、自己資本比率を計算するために使われるパラメータの1つである。
@ja
違約機率(Probability of Default,PD ...... 大小。通常可以用統計模型來估計。此種統計模型又稱為PD模型。
@zh
label
Ausfallwahrscheinlichkeit
@de
Prawdopodobieństwo niewykonania zobowiązania
@pl
Probability of default
@en
Probabilità di default
@it
Probabilité de défaut
@fr
倒産確率
@ja
違約機率
@zh