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1 Kreditrisiko
Kreditrisiko n 1. FIN credit risk, loss given default, LGD; 2. RW risk exposure; 3. V&M credit risk* * *n 1. < Finanz> credit risk, loss given default (LGD) ; 2. < Rechnung> risk exposure; 3. <V&M> credit risk* * *Kreditrisiko
credit risk;
• Kreditrisiko von Schuldverschreibungen analysieren to analyse the credit risk of bonds;
• Kreditrisiko berechnen to appraise a credit risk;
• Kreditrisiko übernehmen to assume the credit risk;
• Kreditrisikoversicherung credit risk insurance. -
2 Verlustquote
Verlustquote f BANK, FIN loss ratio; loss given default, LGD (Rating; Basel II, Risikoparameter der IRB-Ansätze, credit risk assessment)* * *f < Bank> loss ratio* * *Verlustquote
loss ratio. -
3 erwarteter Verlust (m) bei Ausfall
Business german-english dictionary > erwarteter Verlust (m) bei Ausfall
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4 erwarteter Verlust bei Ausfall
Business german-english dictionary > erwarteter Verlust bei Ausfall
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5 erwartete Verlustquote
erwartete Verlustquote f BANK, FIN loss given default, LGD (Rating; Basel II, Risikoparameter der IRB-Ansätze, credit risk assessment) -
6 volumengewichtete Verlustquote bei Ausfall
Business german-english dictionary > volumengewichtete Verlustquote bei Ausfall
См. также в других словарях:
Loss Given Default — (LGD) ist in der Kreditrisikosteuerung die Bezeichnung für die Verlustquote. Der LGD ist neben der Ausfallwahrscheinlichkeit (Probability of Default; oder häufig kurz als PD bezeichnet) und dem Exposure at Default (= ausstehendes Obligo im… … Deutsch Wikipedia
Loss Given Default — (LGD) est un des trois indicateurs de risque de crédit de la réglementation Bâle II correspondant à la perte en cas de défaut. Voir aussi EAD (Exposure At Default) PD (Probability Of Default) RWA (Risk Weighted Assets) Portail de la finance … Wikipédia en Français
Loss given default — Basel II Bank for International Settlements Basel Accords Basel I Basel II Background Banking Monetary policy Central bank Risk … Wikipedia
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… … Wikipedia
Loss Given Default - LGD — The amount of funds that is lost by a bank or other financial institution when a borrower defaults on a loan. Academics suggest that there are several methods for calculating the loss given default, but the most frequently used method compares… … Investment dictionary
Default Model — A type of model used by financial institutions to determine the likelihood of a default on credit obligations by a corporation or sovereign entity. These statistical models often use regression analysis (analyzing changes to certain market… … Investment dictionary
Credit default swap — If the reference bond performs without default, the protection buyer pays quarterly payments to the seller until maturity … Wikipedia
default — de·fault /di fȯlt, dē ˌfȯlt/ n [Anglo French defalte defaute lack, fault, failure to answer a summons, from defaillir to be lacking, fail, from de , intensive prefix + faillir to fail] 1: failure to do something required by duty (as under a… … Law dictionary
Exposure At Default - EAD — A total value that a bank is exposed to at the time of default. Each underlying exposure that a bank has is given an EAD value and is identified within the bank s internal system. Using the internal ratings board (IRB) approach, financial… … Investment dictionary
Loss payee clause — A loss payee clause (or loss payable clause) is a clause in a contract of insurance which provides that in the event of payment being made under the policy in relation to the insured risk, payment will be made to a third party rather than to the… … Wikipedia
Sovereign default — A sovereign default is the failure or refusal of the government of a sovereign state to pay back its debt in full. It may be accompanied by a formal declaration of a government not to pay (repudiation) or only partially pay its debts (due… … Wikipedia