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EAD

It stands for exposure at default; a measure of a bank's exposure to losses arising from defaulting loans. It represents...

    Exposure at Default

    A measure of a bank's exposure to losses arising from defaulting loans. It represents the total amount of potential losses...

      Credit Risk

      The risk that a financial loss will be incurred by a party to a financial instrument (or broadly any financial...

        Credit Spread 01

        With respect to credit default swaps (CDS), it is the credit exposure of the swap at a given point in time (it...

          Replacement Cost of a Derivative

          The present value of the expected future net cash flows of a derivative. This value captures the current credit exposure...

            Risky DV01

            In relation to credit default swaps (CDS), it is the credit exposure of the swap at a given point in time. It...

              Risky PV01

              In relation to credit default swaps (CDS), it is the credit exposure of the swap at a given point in time. It...