Financial Risk - Financial / Credit Risk Related Acronyms

Financial / Credit Risk Related Acronyms

ACPM Active credit portfolio management

EAD Exposure at default

EL Expected loss

ERM Enterprise risk management

LGD Loss given default

PD Probability of default

KMV quantitative credit analysis solution developed by credit rating agency Moody's

VaR value at risk, a common methodology for measuring risk due to market movements

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