Loss Given Default: Difference between revisions
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imported>Doug Williamson (Add link.) |
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== See also == | == See also == | ||
* [[Credit Benchmark]] | |||
* [[Credit rating]] | * [[Credit rating]] | ||
* [[Credit risk]] | * [[Credit risk]] | ||
Revision as of 20:41, 20 June 2020
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).
