expected loss
1expected loss — or expected risk The portion or component of risk or loss that is predicted by statistical analysis. American Banker Glossary …
2expected loss — tikėtinas nuostolis statusas Aprobuotas sritis Finansai apibrėžtis Dėl galimo skolininko įsipareigojimų neįvykdymo arba gautinų sumų sumažėjimo per vienus metus tikėtinos prarasti pozicijos dalies ir visos pozicijos vertės santykis, išreikštas… …
3best estimate of expected loss — tiksliausias tikėtino nuostolio įvertis statusas Aprobuotas sritis Finansai apibrėžtis Remiantis paties banko atliktu vertinimu, atsižvelgiant į esamas ekonomikos aplinkybes, pozicijos statusą ir papildomo skolos išieškojimo nuostolio galimybę… …
4Expected shortfall — (ES) is a risk measure, a concept used in finance (and more specifically in the field of financial risk measurement) to evaluate the market risk or credit risk of a portfolio. It is an alternative to value at risk that is more sensitive to the… …
5expected risk — expected loss or expected risk The portion or component of risk or loss that is predicted by statistical analysis. American Banker Glossary …
6Loss Given Default — (LGD) ist in der Kreditrisikosteuerung die Bezeichnung für die Verlustquote. Der LGD ist neben der Ausfallwahrscheinlichkeit (Probability of Default; oder häufig kurz als PD bezeichnet) und dem Exposure at Default (= ausstehendes Obligo im… …
7Loss function — In statistics and decision theory a loss function is a function that maps an event onto a real number intuitively representing some cost associated with the event. Typically it is used for parameter estimation, and the event in question is some… …
8Expected utility hypothesis — In economics, game theory, and decision theory the expected utility hypothesis is a theory of utility in which betting preferences of people with regard to uncertain outcomes (gambles) are represented by a function of the payouts (whether in… …
9Loss of chance in English law — refers to a particular problem of causation, which arises in tort and contract. The law is invited to assess hypothetical outcomes, either affecting the claimant or a third party, where the defendant s breach of contract or of the duty of care… …
10Loss 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… …
