| Expected Loss (EL) |
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| Indicator |
Description |
| Probability of Default (PD) |
Customer’s credit quality measurements (agency debt ratings) |
| Expected Exposure (EE) rate |
Not available in trial report |
| Loss Given Default (LGD) |
Not available in trial report |
| Unexpected loss |
Not available in trial report | |
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Risk Metrics |
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Risk Metrics scorecard allows to measure and control performance with scorecard ...
Created by AKS-Labs |
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| Economic Capital (EC) |
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| Indicator |
Description |
| Return on equity (ROA) |
Company revenue minus expenses, divided by Company equity, multipled by 100 |
| Risk-adjusted return on economic capital (RAROC) |
Not available in trial report |
| Value-at-Risk (VAR) |
Not available in trial report | |