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LGT的意思

    「LGT」經常作為「Loss Given Default」的縮寫來使用,中文意思:「違約損失」。

LGT(違約損失)詳細解釋

  • 英文縮寫詞:LGT
  • 英文單詞:Loss Given Default
  • 中文簡要解釋:違約損失
  • 流行度:5014
  • 分類:Business
  • 領域:Accounting
以上為Loss Given Default英文縮略詞LGT的中文解釋,以及該英文縮寫在英語的流行度、分類和應用領域方面的信息。

英文縮寫LGT的擴展資料

  1. Loan Pricing Based on Probability of Default and Loss Given Default(LGT)基于違約概率和違約損失(LGT)率的貸款定價研究
  2. Probability of Default and Loss Given Default(LGT) are the two key variables of internal rating system.違約概率和違約損失(LGT)率分別是客戶評級和債項評級的定量基礎,兩者構成了IRB法的核心變量。
  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.此外,分析了違約損失(LGT)率(LGD)的影響因素,并利用影響因素進行統計方法以及組合預測方法估計。
  4. 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.其次,信貸組合的風險對信用與利率風險相關系數、違約相關系數、債項初始評級等參數十分敏感,而單筆貸款則對初始評級、違約概率和違約回收率等參數更為敏感。
  5. The Customer Rating is affected by the Probability of Default, while the Debit Rating is affected by Loss Given Default(LGT).客戶評級和債項評級分別由違約概率和違約損失(LGT)率來衡量。
「Loss Given Default」的縮寫「LGT」意思是「違約損失」。

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