Gaois

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  1. FINANCE|financial institutions and credit

    #654004

    IATE #3565376
    meánráta mainneachtana cás-ualaithe do chalabrúchán Reference Faomhadh an téarma seo mar chuid de Thionscadal Lex
    ga
    fallgewichtete durchschnittliche Ausfallquote
    de
    case weighted average default rate for calibration
    en
    Definition EAD weighted average of the annual default rates used in the calibration of the PD (probability of default) models Reference "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/1061c321-a6d8-4da1-a7bd-156315f1c4e0 [15.12.2015]"
    Comment "See also:- exposure at default [ IATE:2248060 ]- probability of default [ IATE:2203079 ]- EAD weighted average default rate for calibration [ IATE:3565372 ]"