高级内部评级法提出要将违约损失(Loss Given the Default,LGD)、违约暴露(Exposure at Default,EAD)和保证/信用衍生金融产品的处理(the ...
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loss given the default
默认情况下的损失
以上为机器翻译结果,长、整句建议使用 人工翻译 。
But this only tells half of the story: A second problem is that loss-given default assumptions are rising too.
WSJ: Agenda: Basel III��Don't We Have Enough Problems?
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