weighted loss
Смотреть что такое "weighted loss" в других словарях:
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… … 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
Weighted-Average Life — The Weighted Average Life (WAL) of an amortizing loan or amortizing bond, also called average life, [ [http://www.pimco.com/LeftNav/BondResources/Glossary/ PIMCO glossary] ] is the weighted average of the times of the principal repayments : it s… … Wikipedia
Loss given default — Basel II Bank for International Settlements Basel Accords Basel I Basel II Background Banking Monetary policy Central bank Risk … Wikipedia
Weighted-Average Loss Severity — (средневзвешенная величина потерь) средняя величина потерь, которая ожидается в случае дефолта одного актива в секьюритизированном пуле, выражаемая в процентах от непогашенной суммы основного долга по такому активу на день дефолта. Оценка WALS… … Ипотека. Словарь терминов
Unit-weighted regression — In statistics, unit weighted regression is perhaps the easiest form of multiple regression analysis, a method in which two or more variables are used to predict the value of an outcome. At a conceptual level, the example of weight loss can… … Wikipedia
Noise-induced hearing loss — (NIHL) is an increasingly prevalent disorder that results from exposure to high intensity sound, especially over a long period of time. Contents 1 Description 2 Mechanism 3 Types 3.1 … Wikipedia
Universal Soil Loss Equation — Models of soil erosion play critical roles in soil and water resource conservation and nonpoint source pollution assessments, including: sediment load assessment and inventory, conservation planning and design for sediment control, and for the… … Wikipedia
Risk-Weighted Assets — Les Risk Weighted Assets (RWA), ou actifs à risques pondérés ou encore actifs pondérés par le risque, correspondent au montant minimum de capital requis au sein d une banque ou d autres institutions financières en fonction de leur niveau de… … Wikipédia en Français
Time-Weighted Rate of Return — A measure of the compound rate of growth in a portfolio. Because this method eliminates the distorting effects created by inflows of new money, it is used to compare the returns of investment managers. This is also called the geometric mean… … Investment dictionary
Economic Affairs — ▪ 2006 Introduction In 2005 rising U.S. deficits, tight monetary policies, and higher oil prices triggered by hurricane damage in the Gulf of Mexico were moderating influences on the world economy and on U.S. stock markets, but some other… … Universalium
