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22 relations: Artificial neural network, Basel II, Bond (finance), Capital requirement, Classification chart, Credit default swap, Default (finance), Economic capital, Expected loss, Exposure at default, Fitch Ratings, Linear discriminant analysis, Linear regression, Logistic regression, Logit, Loss given default, Moody's Investors Service, Option (finance), Panel analysis, Probit, Proportional hazards model, Standard & Poor's.
Artificial neural network
Artificial neural networks (ANNs) or connectionist systems are computing systems vaguely inspired by the biological neural networks that constitute animal brains.
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Basel II
Basel II is the second of the Basel Accords, (now extended and partially superseded by Basel III), which are recommendations on banking laws and regulations issued by the Basel Committee on Banking Supervision.
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Bond (finance)
In finance, a bond is an instrument of indebtedness of the bond issuer to the holders.
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Capital requirement
Capital requirement (also known as regulatory capital or capital adequacy) is the amount of capital a bank or other financial institution has to hold as required by its financial regulator.
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Classification chart
Classification chart or classification tree is a synopsis of the classification scheme, designed to illustrate the structure of any particular field.
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Credit default swap
A credit default swap (CDS) is a financial swap agreement that the seller of the CDS will compensate the buyer in the event of a debt default (by the debtor) or other credit event.
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Default (finance)
In finance, default is failure to meet the legal obligations (or conditions) of a loan, for example when a home buyer fails to make a mortgage payment, or when a corporation or government fails to pay a bond which has reached maturity.
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Economic capital
In finance, mainly for financial services firms, economic capital is the amount of risk capital, assessed on a realistic basis, which a firm requires to cover the risks that it is running or collecting as a going concern, such as market risk, credit risk, legal risk, and operational risk.
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Expected loss
Expected loss is the sum of the values of all possible losses, each multiplied by the probability of that loss occurring.
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Exposure at default
Exposure at default or (EAD) is a parameter used in the calculation of economic capital or regulatory capital under Basel II for a banking institution.
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Fitch Ratings
Fitch Ratings Inc.
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Linear discriminant analysis
Linear discriminant analysis (LDA), normal discriminant analysis (NDA), or discriminant function analysis is a generalization of Fisher's linear discriminant, a method used in statistics, pattern recognition and machine learning to find a linear combination of features that characterizes or separates two or more classes of objects or events.
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Linear regression
In statistics, linear regression is a linear approach to modelling the relationship between a scalar response (or dependent variable) and one or more explanatory variables (or independent variables).
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Logistic regression
In statistics, the logistic model (or logit model) is a statistical model that is usually taken to apply to a binary dependent variable.
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Logit
The logit function is the inverse of the sigmoidal "logistic" function or logistic transform used in mathematics, especially in statistics.
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Loss given default
Loss given default or LGD is the share of an asset that is lost if a borrower defaults.
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Moody's Investors Service
Moody's Investors Service, often referred to as Moody's, is the bond credit rating business of Moody's Corporation, representing the company's traditional line of business and its historical name.
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Option (finance)
In finance, an option is a contract which gives the buyer (the owner or holder of the option) the right, but not the obligation, to buy or sell an underlying asset or instrument at a specified strike price on a specified date, depending on the form of the option.
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Panel analysis
Panel (data) analysis is a statistical method, widely used in social science, epidemiology, and econometrics to analyze two-dimensional (typically cross sectional and longitudinal) panel data.
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Probit
In probability theory and statistics, the probit function is the quantile function associated with the standard normal distribution, which is commonly denoted as N(0,1).
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Proportional hazards model
Proportional hazards models are a class of survival models in statistics.
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Standard & Poor's
Standard & Poor's Financial Services LLC (S&P) is an American financial services company.
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Default probabilities, Default probability, Expected default frequency, Expected default probability, PD (Probability of Default), Probability of Default, Probability of default (PD).
References
[1] https://en.wikipedia.org/wiki/Probability_of_default
