Difference between revisions of "Loss Given Default"

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''Credit risk - banking''
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(LGD).
 
(LGD).
  
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* [[Credit rating]]
 
* [[Credit rating]]
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* [[Credit risk]]
 
* [[Default]]
 
* [[Default]]
 
* [[Expected Loss]]
 
* [[Expected Loss]]
 
* [[Exposure At Default]]
 
* [[Exposure At Default]]
 
* [[Probability of Default]]
 
* [[Probability of Default]]

Revision as of 21:18, 20 November 2016

Credit risk - banking

(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