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What does EAD stand for?

EAD stands for Exposure At Default

This definition appears very frequently and is found in the following Acronym Finder categories:

  • Business, finance, etc.

See other definitions of EAD

Other Resources:
We have 130 other meanings of EAD in our Acronym Attic

Samples in periodicals archive:

Regulation standards such as Basel III and Dodd-Frank Act require financial institutions to perform multiple risk calculations and modeling techniques such as VaR, expected shortfall, loss given default, exposure at default and CVA, in order to accurately report on the business' capital, liquidity, counterparty, credit and market risk to regulatory bodies.
Credit risk models and solutions designed to enhance clients' internal credit rating systems and provide tools for their credit portfolio analysis, including the analysis of probability of default, loss given default, and exposure at default.
Under the Basel II rules, banks using the advanced "internal rating based" (IRB) approach can use their own estimates of credit risk -- measured using probability of default (PD), loss given default (LGD) and exposure at default (EAD) -- as primary inputs to determining minimum capital requirements.