Long life assets and Loss Given Default: Difference between pages
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(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 == | == See also == | ||
[[ | * [[Credit rating]] | ||
* [[Default]] | |||
* [[Expected loss]] | |||
* [[Exposure At Default]] | |||
* [[Probability of Default]] |
Revision as of 14:40, 11 November 2016
(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).