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  2. Probability of default - Wikipedia

    en.wikipedia.org/wiki/Probability_of_default

    The probability of default is an estimate of the likelihood that the default event will occur. It applies to a particular assessment horizon, usually one year. Credit scores , such as FICO for consumers or bond ratings from S&P, Fitch or Moodys for corporations or governments, typically imply a certain probability of default.

  3. Probability of error - Wikipedia

    en.wikipedia.org/wiki/Probability_of_error

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  4. Expected loss - Wikipedia

    en.wikipedia.org/wiki/Expected_loss

    20% Loss given default; Probability of default. Since there is negative equity 50 homeowners out of 100 will "toss the keys to the bank and walk away", therefore: 50% probability of default; Expected loss In % 20% x 50% =10%; In currency currency loss x probability; $15 * .5 = $7.5; check loss given default * probability of default * Exposure ...

  5. Foundation IRB - Wikipedia

    en.wikipedia.org/wiki/Foundation_IRB

    Banks can determine their own estimation for some components of risk measure: the probability of default (PD), exposure at default (EAD) and effective maturity (M). The goal is to define risk weights by determining the cut-off points between and within areas of the expected loss (EL) and the unexpected loss (UL), where the regulatory capital ...

  6. Probable error - Wikipedia

    en.wikipedia.org/wiki/Probable_error

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  7. Credit conversion factor - Wikipedia

    en.wikipedia.org/wiki/Credit_conversion_factor

    The key variables for (credit) risk assessment are the probability of default (PD), the loss given default (LGD) and the exposure at default (EAD).The credit conversion factor calculates the amount of a free credit line and other off-balance-sheet transactions (with the exception of derivatives) to an EAD amount [2] and is an integral part in the European banking regulation since the Basel II ...

  8. Jarrow–Turnbull model - Wikipedia

    en.wikipedia.org/wiki/Jarrow–Turnbull_model

    The Jarrow–Turnbull model is a widely used "reduced-form" credit risk model. It was published in 1995 by Robert A. Jarrow and Stuart Turnbull. [1] Under the model, which returns the corporate's probability of default, bankruptcy is modeled as a statistical process.

  9. Conditional probability - Wikipedia

    en.wikipedia.org/wiki/Conditional_probability

    Probability that D 1 = 2. Table 1 shows the sample space of 36 combinations of rolled values of the two dice, each of which occurs with probability 1/36, with the numbers displayed in the red and dark gray cells being D 1 + D 2. D 1 = 2 in exactly 6 of the 36 outcomes; thus P(D 1 = 2) = 6 ⁄ 36 = 1 ⁄ 6: