Assertion: default | /r/HasProperty | ead
Facets:
Source sentences:
text: What Is Exposure at Default (EAD)?
text: Exposure at default (EAD) is the total value a bank is exposed to when a loan defaults.
text: PD is closely linked to the expected loss, which is defined as the product of the PD, the loss given default (LGD) and the exposure at default (EAD).
text: The expected loss is calculated as a loan’s LGD multiplied by both its probability of default (PD) and the financial institution’s exposure at default (EAD).
text: The LGD is closely linked to the expected loss, which is defined as the product of the LGD, the probability of default (PD) and the exposure at default (EAD).
text: Theoretically, LGD is calculated in different ways, but the most popular is 'gross' LGD, where total losses are divided by exposure at default (EAD).