EAD. The expected amount of loss that a bank would be exposed to when a debtor defaults on a loan from that bank. To get an idea of their risk, banks will often calculate an EAD value for each loan, and use those resulting figures to get an idea of their overall risk.
Related information about exposure at default:
- Exposure at default - Wikipedia, the free encyclopedia
Exposure at default (EAD) is a parameter used in the calculation of economic capital or regulatory capital under Basel II for a banking institution. It can be ...
- Exposure At Default (EAD) Definition | Investopedia
A total value that a bank is exposed to at the time of default. Each underlying exposure that a bank has is given an EAD value and is identified within the bank's ...
- Exposure At Default (EAD) | Bis 2 Information
The EaD stands for the Exposure at Default. As a company goes towards default it will normally attempt to increase its leverage (lend more). This is logical ...
- Exposure at Default of Unsecured Credit Cards - Office of the ...
Retail exposure at default (EAD) is one of the weakest areas of risk ... (2007) may have some implications for exposure at default (EAD) under the Basel II ...
- OCC: Economics: Exposure at Default of Unsecured Credit Cards
Retail exposure at default (EAD) is one of the weakest areas of risk measurement and modeling in industry practices and in academic literature. The U.S. Basel II ...
- What is exposure at default? definition and meaning
Definition of exposure at default: EAD. The expected amount of loss that a bank would be exposed to when a debtor defaults on a loan from that bank. To get an ...
- Exposure at default (EAD) - BBVA Financial Report 2010
Exposure at default (EAD) is another input required to calculate expected loss and capital. It is defined as the outstanding debt at the time of default. A contract's ...
- Own estimates of Exposure at Default under IRB - Financial Services ...
Feb 14, 2007 ... Exposure at Default (EAD) is the third parameter to be input into IRB capital calculations, and firms wishing to use the Retail or Advanced IRB ...