MARGINAL DEFAULT PROBABILITY title: marginal default probability (FS-BA-PM-CR) (SAP Library - Glossary)
MARGINAL DEFAULT PROBABILITY category: Credit Risk (FS-BA-PM-CR)
MARGINAL DEFAULT PROBABILITY explained:
When a horizon is used that extends across more than one period, the marginal default probability describes the conditional default probability for the default of the constituents of the portfolio within a particular period of the horizon. The marginal default probability and the exposure profile are both required for constructing the distribution of the default for the constituents of the portfolio hierarchy.
More terms such as marginal default probability in Dictionary M.
- Manual Mark-For Store:
- Help been identified as a final recipient. The goods are shipped to a distribution center and from there to the individual stores. The goods receive a label indicating that they are to be shipped to a marginal default probability definition.
- Manual Mirrored Task:
- Help A task that is linked to a task of a different project (original task). The dates of the original task must be taken into account in the existing project (dependent project) as fixed dates marginal default probability explain.
- Manual Multiple Currency Facility:
- Help Special form of a facility. The drawings on the facility can be made in different currencies marginal default probability what is.
- Manual Material Specification:
- Help inspection characteristics. The specification for a material can be used in the context of an inspection specification as an inspection requirement. If inspection characteristics belonging to a marginal default probability meaning.
- Manual MDM Import Manager:
- Help which master data can be imported from most data types (such as Excel, text with delimiters, SQL, XML and any ODBC-conform source files). Data can be reconstructed, cleaned and normalized during the marginal default probability abbreviation.
