Gaois

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  1. FINANCE|financial institutions and credit

    #654002

    IATE #3565372
    meánráta mainneachtana EAD-ualaithe do chalabrúchán Reference Faomhadh an téarma seo mar chuid de Thionscadal Lex
    ga
    EAD-gewichtete durchschnittliche Ausfallquote
    de
    EAD weighted average default rate for calibration
    en
    Definition simple case weighted average of the annual default rates used in the calibration of the PD (probability of default) models Reference "EBA Final Draft Implementing Technical Standards on benchmarking portfolios, templates, definitions and IT-solutions under Article 78 of Directive 2013/36/EU (Capital Requirements Directive - CRD IV), Annex IV - Results Supervisory Benchmarking Portfolios, https://www.eba.europa.eu/documents/10180/997875/Annex+IV+%28Final+Draft+RTS+and+ITS+on+Benchmarking+Exercise%29.pdf [15.12.2015]"
    Comment "See also:- exposure at default (EAD) [ IATE:2248060 ]- probability of default (PD) [ IATE:2203079 ]- case weighted average default rate for calibration [ IATE:3565376 ]"