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Downturn Loss Given Default

A measure of loss given default (LGD) that captures the worst level reached in the economic cycle (the trough). Downturn...

Loan Impairment Allowance

An allowance (provision) that is created by a bank or entity for potential impairment losses (that may arise from the...

Gross CET-1

A measure of common equity tier-1 (CET-1) that represents core tier-1 capital net of minority interest in core tier 1....

Impairment Allowance for Expected Credit Losses

An allowance (provision) that is created by a bank for potential impairment losses (that may arise from the loans and...

Impairment Allowance

An allowance (provision) that is created by a bank for potential impairment losses (that may arise from the loans and...

LDR

It stands for loan to deposit ratio; the ratio of loans extended to customers carried at amortized cost net of...

Gross Common Equity Tier 1

A measure of common equity tier 1 (CET-1) that represents core tier-1 capital net of minority interest in core tier...

Gross Common Equity Tier-1

A measure of common equity tier-1 (CET-1) that represents core tier-1 capital net of minority interest in core tier 1....

Loan To Deposit Ratio

The ratio of loans extended to customers carried at amortized cost net of provisions for impairment losses and excluding reverse...

Equity Premium

The premium (excess return) that is earned over and above the return made from a risk-free investment (or a risk-free...