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Exposure at default or (EAD) is a parameter used in the calculation of economic capital or regulatory capital under Basel II for a banking institution. It can be defined as the gross exposure under a facility upon default of an obligor. [1] [2] Outside of Basel II, the concept is sometimes known as Credit Exposure (CE). It represents the ...
The key variables for (credit) risk assessment are the probability of default (PD), the loss given default (LGD) and the exposure at default (EAD).The credit conversion factor calculates the amount of a free credit line and other off-balance-sheet transactions (with the exception of derivatives) to an EAD amount [2] and is an integral part in the European banking regulation since the Basel II ...
"The quantities equivalent dose and effective dose should not be used to quantify higher radiation doses or to make decisions on the need for any treatment related to tissue reactions [i.e., deterministic effects].
Robert Kaufmann's posographe or exposure calculator from 1922. The ratio t/N 2 could be used to represent equivalent combinations of exposure time and f-number in a single value. But for many such combinations used in general photography, the ratio gives a fractional value with a large denominator; this is notationally inconvenient as well as ...
The rare disease assumption is a mathematical assumption in epidemiologic case-control studies where the hypothesis tests the association between an exposure and a disease. It is assumed that, if the prevalence of the disease is low, then the odds ratio (OR) approaches the relative risk (RR). The idea was first demonstrated by Jerome Cornfield. [1]
To determine required capital for a bank or financial institution under Basel II, the institution has to calculate risk-weighted assets. This requires estimating the LGD for each corporate, sovereign and bank exposure. There are two approaches for deriving this estimate: a foundation approach and an advanced approach.
Bonds can provide passive income, some of which may be tax-free if you're investing in municipal bonds. The tax-equivalent yield formula can be a useful tool for comparing taxable and tax-free ...
The relative risk (RR) or risk ratio is the ratio of the probability of an outcome in an exposed group to the probability of an outcome in an unexposed group. Together with risk difference and odds ratio , relative risk measures the association between the exposure and the outcome.