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์ด๋ฆ„
ํƒœ๊ทธ
๋ฆฌ์Šคํฌ ๊ด€๋ฆฌ ๋‹จ๊ณ„
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๊ธฐ์ดˆ
์‹ ์šฉ๋ฆฌ์Šคํฌ (Credit Risk)
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๊ธฐ์ดˆ
PD(Probability of Default)์˜ ์ •์˜
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PD
์‹ ์šฉํ‰๊ฐ€ ๋ชจํ˜•
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PD
์‹ ์šฉํ‰๊ฐ€ ๋ชจํ˜• ๊ฐœ๋ฐœ ๊ณผ์ •
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PD
์‹ ์šฉํ‰๊ฐ€ ๋ชจํ˜• ๊ตฌ์ถ• ์‹œ ์‚ฌ์šฉ๋˜๋Š” ํ†ต๊ณ„ ๊ธฐ๋ฒ•๋“ค
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PD
CCF(Credit Conversion Factor)
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EAD
LGD(Loss Given Default)
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LGD
EL(Expected Loss)
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EL
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