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DLGD

It stands for downturn loss given default; a measure of loss given default (LGD) that captures the worst level reached...

Loan Impairment Losses

Losses that reflect the expected or potential credit losses that may arise as to an entity's financial assets due to...

Impairment Loss Provision

A provision that is created for impairment losses arising from loans, receivables, and similar types of extended credit. Impairment losses...

Regulatory Downturn LGD

A measure of downturn loss given default (downturn LGD) that accounts for regulatory capital requirements for banks in order to...

Downturn LGD

A measure of loss given default (LGD) that captures the worst level reached in the economic cycle (the trough). Downturn...

Downturn Loss Given Default

A measure of loss given default (LGD) that captures the worst level reached in the economic cycle (the trough). Downturn...

Loan Impairment Allowance

An allowance (provision) that is created by a bank or entity for potential impairment losses (that may arise from the...

Gross CET-1

A measure of common equity tier-1 (CET-1) that represents core tier-1 capital net of minority interest in core tier 1....

Impairment Allowance for Expected Credit Losses

An allowance (provision) that is created by a bank for potential impairment losses (that may arise from the loans and...

Impairment Allowance

An allowance (provision) that is created by a bank for potential impairment losses (that may arise from the loans and...