Exposure at Default (EAD)

Category: Credit Risk · Abbreviation: EAD

What is Exposure at Default?

Total value of exposure to a counterparty at the time of default.

Related terms

• Credit Risk
• LGD
• PD

More Credit Risk terms

• Collateral
• Concentration Risk
• Counterparty Credit Risk (CCR)
• Credit Risk
• Credit Value Adjustment (CVA)
• Debt Value Adjustment (DVA)

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