掌握風險’就是創造利潤-信用風險衡量 ■EL=PD* LGDXEAD ■0.3%*90%米50,000m=135mV.S.10%*20%*10,000m=200m ■信用風險組成要素 Probability of Default(PD) Borrower Risk LosS Given Default (LGD) Transaction Risk Exposure at Default(EAD)- Exposure at Default Effective Maturity(M) 今 Time dimension risk ■ Expected LOSs(EL風險權數( Risk Weight13 掌握風險，就是創造利潤 –信用風險衡量  信用風險組成要素 ⎯ Probability of Default (PD)  Borrower Risk ⎯ Loss Given Default (LGD)  Transaction Risk ⎯ Exposure at Default (EAD)  Exposure at Default ⎯ Effective Maturity (M)  Time Dimension Risk  Expected Loss (EL) 風險權數(Risk Weight) EL=PD*LGD*EAD 0.3%*90%*50,000m =135m v.s.10%*20%*10,000m =200m