请问风险暴露EAD的英文全称是什么? 还有LGD?

来源:百度知道 编辑:UC知道 时间:2024/05/19 20:23:00

Exposure at default (EAD)
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 client.