- 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. EdwART. 2011.
Смотреть что такое "Weighted-Average Loss Severity" в других словарях:
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