Thứ Hai, Tháng Ba 8, 2021
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Trang chủ Basel II Basel II Glossary

Basel II Glossary

Basel III Summary – Guide to the changes

The Bank of International Settlements announced changes to the Basel rules on capital adequacy, now referred to as Basel III in September 2010. Instead of...

Probability of default

The probability of default (PD) of a borrower or group of borrowers is the central measurable concept on which the IRB approach is built. The...

Loss Given Default

Loss Given Default is the magnitude of likely loss on the exposure: this is termed the Loss Given Default (LGD), and is expressed as...

Exposure at Default

If an asset suffers from a lower valuation or a loan defaults, the Exposure at Default figure is how much the firm will lose...

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