- EaR (Earnings at risk)
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defines maximum deviation of net business income from expected value with an assumed range of confidence in a specified time horizon
- Equity risk
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risk of loss related to changes in prices of equity securities on the public market or securities exchange indices, generated through the maintenance of open positions in instruments that are sensitive to changes in such market parameters
- Expected Loss, EL
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a statistically assessed value of the mean (expected) credit risk loss that the bank expects to incur on the portfolio within one year