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Banking

Qu'est-ce que Perte en cas de Défaut ?

Perte en cas de Défaut 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 “Perte en cas de Défaut” Used in Practice?

La perte en cas de défaut est estimée à l’aide des taux de recouvrement historiques sur les prêts en défaut.

Certification Exam Relevance

CFAACCAFRM

Who Needs to Know This Term?

  • Financial Analysts
  • Bankers
  • Traders

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Frequently Asked Questions

Qu'est-ce que Perte en cas de Défaut ?

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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