Selected Exposure
Avg. PD
Selected EL
Selected Provisions
Core Risk Formulas
Expected Loss (EL)
EL = PD x EAD x LGD
Provisions
Provisions = Σ(Product EL) + Overlays
| Product | Exposure (M) | EL (M) |
|---|
Expected Loss (EL)
EL = PD x EAD x LGD
Provisions
Provisions = Σ(Product EL) + Overlays
| Product | Exposure (M) | EL (M) |
|---|