Analytical solutions for expected loss and standard deviation of loss with an additional loan (Q2013294): Difference between revisions
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scientific article
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English | Analytical solutions for expected loss and standard deviation of loss with an additional loan |
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Analytical solutions for expected loss and standard deviation of loss with an additional loan (English)
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17 August 2017
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expected loss (EL)
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exposure at default (ead)
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loss given default (LGD)
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probability of default (PD)
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