LGD：违约损失

英文缩写词LGD的例句

1. According to the prescription of the new Basel, the regulatory capital of commercial bank mostly lies on the following factors : the probability of default, the loss of given default, exposure on default and effective maturity.
2. 根据新巴塞尔协议的规定，商业银行监管资本主要取决于违约率、特定违约损失(LGD)率、违约风险敞口和期限等因素。新巴塞尔协议提供的内部评级系统模型是单因素模型。
3. In addition, this article has analyzed the influencing factor of loss given default ( LGD ), and carries on the classical statistical method as well as the combination estimate method to estimate by using the influencing factor.
4. 此外，分析了违约损失(LGD)率（LGD）的影响因素，并利用影响因素进行统计方法以及组合预测方法估计。
5. Second, the credit portfolio is sensitive to the parameters such as the correlation between credit and interest rate risk, default correlation and initial credit ratings, while individual loans are more sensitive to the probability of default, loss given default and also initial ratings.
6. 其次，信贷组合的风险对信用与利率风险相关系数、违约相关系数、债项初始评级等参数十分敏感，而单笔贷款则对初始评级、违约概率和违约回收率等参数更为敏感。
7. The Customer Rating is affected by the Probability of Default, while the Debit Rating is affected by Loss Given Default.
8. 客户评级和债项评级分别由违约概率和违约损失(LGD)率来衡量。
9. Second, discuss the basic theory on model establishment. It includes three main factors : exposure at default, probability of default and loss given default.
10. 其次，论述模型建立的基础理论，阐述了模型建立的三大基本要素，即违约敞口、违约率和违约损失(LGD)率。