Revision history of "Portfolio Loss Allowance"

From Open Risk Manual

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  • (cur | prev) 20:24, 24 October 2018‎ Wiki admin (talk | contribs)‎ . . (375 bytes) (+375)‎ . . (Created page with "== Definition == The portfolio loss allowance is the sum of individual credit asset loss allowances: :<math> \mbox{PLA}_{t,T} = \sum_{i}^{N} \left ( 1_{ \{ S_t^{i} = 1 \} }...")
Retrieved from "https://www.openriskmanual.org/wiki/Portfolio_Loss_Allowance"
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