Loss Given Default: Difference between revisions
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''Credit risk - banking''. | |||
(LGD). | (LGD). | ||
Loss Given Default is the estimated | 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). | ||
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== See also == | == See also == | ||
* [[Credit Benchmark]] | |||
* [[Credit rating]] | * [[Credit rating]] | ||
* [[Credit risk]] | |||
* [[Default]] | * [[Default]] | ||
* [[Expected Loss]] | |||
* [[Exposure At Default]] | * [[Exposure At Default]] | ||
* [[ | * [[Probability of Default]] | ||
[[Category:The_business_context]] | |||
[[Category:Investment]] | |||
[[Category:Long_term_funding]] | |||
Latest revision as of 15:20, 20 August 2022
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).
