Expected loss is a concept used primarily in finance, risk management, and insurance to quantify the average loss that is anticipated over a specific time period due to various risks. It is calculated by multiplying the probability of an event occurring (such as default, loss, or damage) by the financial impact or loss associated with that event.

Exposure at Default (EAD) is a financial term commonly used in risk management and credit risk analysis. It refers to the total amount of money that a lender is exposed to at the time of a borrower's default on a loan or credit obligation. EAD is a critical component in the calculation of regulatory capital requirements for banks and financial institutions under frameworks such as Basel II and Basel III. EAD represents the potential loss that a lender may incur if a borrower fails to meet their repayment obligations.

FASB 133, formally known as Statement of Financial Accounting Standards No. 133, is a standard issued by the Financial Accounting Standards Board (FASB) in June 1998. The primary purpose of FASB 133 is to establish accounting and reporting standards for derivative instruments and hedging activities.

Margin at Risk (MaR) is a risk management metric used in the context of trading and investments to quantify the potential loss that a trader could face based on the margin they have in their trading account. Essentially, it reflects how much of a trader's margin is at risk of being lost due to adverse price movements in the assets they are trading.

Loss Given Default (LGD) is a key financial metric used in credit risk management and is one of the components used to calculate expected credit losses in lending and investment. LGD represents the amount of loss a lender incurs when a borrower defaults on a loan, expressed as a percentage of the total exposure at the time of default.

The Ohlson O-score is a financial metric developed by James Ohlson in 1980 to assess the likelihood of a company's bankruptcy. It is a part of a broader framework for predicting financial distress and is commonly used in credit analysis and risk assessment. The O-score is calculated using a logistic regression model that incorporates several financial ratios and accounting measures. The formula includes variables such as: 1. **Net Income**: Profits or losses over a specified period.

A recovery swap is a financial instrument typically used in the context of restructuring debts or managing financial distress. While the term can have specific meanings in different contexts, it generally refers to an agreement between parties to exchange certain cash flows or assets with the aim of improving the financial position of one party, often in a distressed situation.

Redlining is a discriminatory practice that began in the United States in the 1930s, where banks and insurance companies would deny services, such as mortgages and insurance, to residents of certain neighborhoods based on racial or ethnic demographics rather than individual creditworthiness. The term "redlining" comes from the practice of using red ink to outline areas on maps that were deemed too risky for investment, often correlating with predominantly African American or minority communities.

The Merton model, developed by Robert C. Merton in 1974, is a structural model used to assess the credit risk of a company's debt. It is particularly known for its application in estimating the probability of default for corporate debt and in pricing corporate liabilities. The model is based on the idea that a company's equity can be viewed as a call option on its assets.

As of my last update in October 2021, there is no widely known figure or concept named Rollan Kadyev. It's possible that he could be a private individual, a lesser-known public figure, or a character from a specific work of fiction or media that has gained attention after my last training cut-off.

As of my last update in October 2021, there is no widely known public figure or specific entity recognized by the name "Yuri Osmanov." It's possible that he could be a private individual, or someone who has gained recognition after my last knowledge update.

The Anti-GMO movement refers to a social and political campaign that opposes the use of genetically modified organisms (GMOs) in agriculture and food production. This movement encompasses a diverse group of activists, consumers, and organizations that raise concerns about the safety, environmental impact, and ethical implications of genetically modified crops and products.

Risk-weighted assets (RWAs) are a measure used in banking and financial regulation to assess the risk levels associated with a bank's assets. RWAs are calculated by assigning a risk weight to each asset based on its credit, market, and operational risk. The risk weights are determined by regulatory frameworks, such as the Basel III accord, which aims to ensure that banks maintain adequate capital reserves to cover potential losses.

"Betrayers of the Truth: Fraud and Deceit in the Halls of Science" is a book written by Nicholas Wade, a former science reporter for The New York Times, along with co-authors and fellow journalists William J. Broad and Dennis Overbye. Published in 1992, the book addresses issues of fraud and ethical misconduct within the scientific community.

"Big science" refers to large-scale scientific research projects that typically involve extensive collaboration among multiple disciplines, institutions, and sometimes countries. These projects often require significant financial investment, advanced technology, and large teams of scientists, engineers, and support staff. Big science initiatives are characterized by their complexity and ambition, as they aim to tackle fundamental questions in science or address grand challenges facing humanity.

The Standardized Approach for Counterparty Credit Risk (SA-CCR) is a framework established by the Basel Committee on Banking Supervision (BCBS) to calculate the counterparty credit risk (CCR) exposure that banks face when engaging in derivative transactions. It is designed to provide a more risk-sensitive and standardized method for measuring and managing counterparty credit risk compared to previous models.

The Standardized Approach (SA) is a method used to calculate credit risk capital requirements under the Basel Accords, which are international banking regulations set by the Basel Committee on Banking Supervision (BCBS). The objective of the SA is to provide a framework that allows banks to measure their exposure to credit risk and determine the minimum capital they must hold to cover potential losses.

As of my last knowledge update in October 2023, Ivan Paskvić does not appear to be a widely recognized figure in public records, literature, or notable events. It's possible that Ivan Paskvić could refer to a private individual, an emerging public figure, or a character in a specific context not widely covered in mainstream media.

Mihalj Šilobod Bolšić is not a widely recognized or referenced figure in available data up to October 2023. It is possible that he could be a private individual or someone emerging in news or culture after that date. If he is a public figure or relevant in a specific context (such as local news, community relevance, etc.), more context would be needed to provide relevant information.

Wrong way risk refers to the risk that a counterparty's credit quality deteriorates when exposure to that counterparty increases. In other words, it occurs in situations where the likelihood of a counterparty defaulting increases precisely when the exposure to that counterparty is at its highest. This creates a situation where the risk of loss is amplified because market conditions that adversely affect the counterparty's creditworthiness also elevate the value of the exposure.