Loss Given Default

From ACT Wiki
Revision as of 19:02, 30 October 2016 by imported>Doug Williamson (Expand.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to navigationJump to search

(LGD).

Loss Given Default is the estimated percentage loss on an exposure, following a default by the counterparty.

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


See also

Retrieved from ‘https://wiki.treasurers.org/w/index.php?title=Loss_Given_Default&oldid=30968’