Credit Risk - Credit Risk Related Acronyms

Credit Risk Related Acronyms

  • ACPM Active credit portfolio management
  • EAD Exposure at default
  • EL Expected loss
  • ERM Enterprise risk management
  • LGD Loss given default
  • PD Probability of default
  • KMV quantitative credit analysis solution acquired by credit rating agency Moody's
  • PAR Portfolio at Risk
  • EL = PD * EAD * LGD Expected Loss formula
  • PFE Potential future exposure

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Famous quotes containing the words credit risk, credit, risk and/or related:

    The most threatened group in human societies as in animal societies is the unmated male: the unmated male is more likely to wind up in prison or in an asylum or dead than his mated counterpart. He is less likely to be promoted at work and he is considered a poor credit risk.
    Germaine Greer (b. 1939)

    My credit now stands on such slippery ground
    That one of two bad ways you must conceit me,
    Either a coward or a flatterer.
    William Shakespeare (1564–1616)

    Nature, we are starting to realize, is every bit as important as nurture. Genetic influences, brain chemistry, and neurological development contribute strongly to who we are as children and what we become as adults. For example, tendencies to excessive worrying or timidity, leadership qualities, risk taking, obedience to authority, all appear to have a constitutional aspect.
    Stanley Turecki (20th century)

    So universal and widely related is any transcendent moral greatness, and so nearly identical with greatness everywhere and in every age,—as a pyramid contracts the nearer you approach its apex,—that, when I look over my commonplace-book of poetry, I find that the best of it is oftenest applicable, in part or wholly, to the case of Captain Brown.
    Henry David Thoreau (1817–1862)