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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