Expected Credit Loss out of the Exposure At Default

Industry: 
Abbreviation: 
ECL [% EAD]
Department: 

The expected credit loss is the amount that the bank is expecting to lose from a financial instrument. The ECL is relevant by itself but it should be compared against the Exposure At Default (ECL).

Expression: 
ECL / EAD
Tags: 
IFRS9, ECL, EAD