Difference between revisions of "Loss Given Default"

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(LGD).
 
(LGD).
  
Loss Given Default is the estimated percentage loss on an exposure, following a default by the counterparty.
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Loss Given Default is the estimated loss on an exposure - usually expressed as a percentage - following a default by the counterparty.
  
 
The relevant measure of the exposure is Exposure at Default (EAD).
 
The relevant measure of the exposure is Exposure at Default (EAD).

Revision as of 14:40, 11 November 2016

(LGD).

Loss Given Default is the estimated loss on an exposure - usually expressed as a percentage - following a default by the counterparty.

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


See also