Difference between revisions of "Loss Given Default"

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== See also ==
 
== See also ==
 
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* [[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).


See also