probability of loss

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• Base probability of loss — The probability of not achieving a portfolio expected return. The New York Times Financial Glossary …   Financial and business terms

• base probability of loss — The probability of not achieving a portfolio expected return. Related: value at risk model. Bloomberg Financial Dictionary …   Financial and business terms

• Loss of chance in English law — refers to a particular problem of causation, which arises in tort and contract. The law is invited to assess hypothetical outcomes, either affecting the claimant or a third party, where the defendant s breach of contract or of the duty of care… …   Wikipedia

• Probability — is the likelihood or chance that something is the case or will happen. Probability theory is used extensively in areas such as statistics, mathematics, science and philosophy to draw conclusions about the likelihood of potential events and the… …   Wikipedia

• 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 function — In statistics and decision theory a loss function is a function that maps an event onto a real number intuitively representing some cost associated with the event. Typically it is used for parameter estimation, and the event in question is some… …   Wikipedia

• Probability of default — Basel II Bank for International Settlements Basel Accords Basel I Basel II Background Banking Monetary policy Central bank Risk …   Wikipedia

• Loss aversion — In prospect theory, loss aversion refers to the tendency for people strongly to prefer avoiding losses than acquiring gains. Some studies suggest that losses are twice as powerful, psychologically, as gains.Loss aversion was first convincingly… …   Wikipedia

• Probability Sun — infobox Book | name = Probability Sun title orig = translator = image caption = (no image) author = Nancy Kress illustrator = cover artist = country = United States language = English series = Probability trilogy genre = Science fiction novel… …   Wikipedia

• Probability — The relative likelihood of a particular outcome among all possible outcomes. The New York Times Financial Glossary * * * probability prob‧a‧bil‧i‧ty [ˌprɒbəˈbɪlti ǁ ˌprɑː ] noun probabilities PLURALFORM [countable, uncountable] STATISTICS the… …   Financial and business terms