Worst Credit Loss in Common Probability Distribution Formulas

The Worst Credit Loss refers to the maximum potential loss that a lender or creditor could incur from a default or non-payment by a borrower or debtor. And is denoted by WCL.

Common Probability Distribution formulas that make use of Worst Credit Loss

fxCredit Value at RiskGo

FAQ

What is the Worst Credit Loss?

The Worst Credit Loss refers to the maximum potential loss that a lender or creditor could incur from a default or non-payment by a borrower or debtor.

Can the Worst Credit Loss be negative?

{YesorNo}, the Worst Credit Loss, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

Let Others Know

✖

Facebook

Twitter

Copied!