신용 위험 credit riskaoddl94 (69)in #credit • 3 years ago Credit Risk는 Default risk (probability of default %) 와 Loss severity (loss given default)로 이루어진다. Expected Loss = Exposure of Default % x Prob. of Default x Loss Given Default % --> EL (%) = P.D x LGD #risk #default #loss #severity #expected #fixed #income
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