Finance English
Banking

Was ist Verlustquote bei Ausfall?

Verlustquote bei Ausfall The share of an asset that is lost by a lender when a borrower defaults, expressed as a percentage of exposure at default, used in credit risk calculations.

Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework

How is “Verlustquote bei Ausfall” Used in Practice?

Die Verlustquote bei Ausfall wird anhand historischer Rückgewinnungsraten ausgefallener Kredite geschätzt.

Certification Exam Relevance

CFAACCAFRM

Who Needs to Know This Term?

  • Financial Analysts
  • Bankers
  • Traders

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Frequently Asked Questions

Was ist Verlustquote bei Ausfall?

The share of an asset that is lost by a lender when a borrower defaults, expressed as a percentage of exposure at default, used in credit risk calculations.

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