Weighted-Average Loss Severity это:

Weighted-Average Loss Severity
(средневзвешенная величина потерь)
средняя величина потерь, которая ожидается в случае дефолта одного актива в секьюритизированном пуле, выражаемая в процентах от непогашенной суммы основного долга по такому активу на день дефолта. Оценка WALS зависит от возможного снижения рыночной цены обеспечения.

Ипотека. Словарь терминов. . 2011.

Смотреть что такое "Weighted-Average Loss Severity" в других словарях:

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