Difference between revisions of "Loss Given Default"

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* [[Credit rating]]
 
* [[Credit rating]]
 
* [[Default]]
 
* [[Default]]
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* [[Expected loss]]
 
* [[Exposure At Default]]
 
* [[Exposure At Default]]
 
* [[Probability of Default]]
 
* [[Probability of Default]]

Revision as of 17:14, 1 November 2016

(LGD).

Loss Given Default is the estimated percentage loss on an exposure, following a default by the counterparty.

The relevant measure of the exposure is Exposure at Default (EAD).


See also