 | Probability of Default CalculatorA software that estimates probabilities of defaults |
| Download | |
Probability of Default Calculator Ranking & Summary
Advertisement
- License:
- Free to try
- Price:
- $25.00
- Publisher Name:
- AdvMathAppl | more software
- Operating Systems:
- Windows
- File Size:
- 109 KB
Probability of Default Calculator Tags
- calculator probability calculate Estimates deliver estimates estimates creator building estimates Probabilities Visualizer Visualize Probabilities Probabilities Plotter estimates conditional probability study probabilities construction estimates avast antivirus for wordpad resume samples sample receipt excel combination probability royal flush probability skype skins for mate1 8100 probability calculator online restore default setting funny faces photos
Probability of Default Calculator Description
Probability of Default Calculator helps estimating probabilities of defaults according to Basel II requirements. Probability of Default Calculator is using five-year historical data on frequencies of defaults for different risk classes, sub-classes, and portfolios. Probability of default (PD) is a parameter used in the calculation of economic capital or regulatory capital under Basel II for a banking institution. This is an attribute of a bank's client. The probability of default (also call Expected default frequency) is the likelihood that a loan will not be repaid and will fall into default. PD is calculated for each client who has a loan (for wholesale banking) or for a portfolio of clients with similar attributes (for retail banking). The credit history of the counterparty / portfolio and nature of the investment are taken into account to calculate the PD.
Probability of Default Calculator Related Software