It stands for downturn loss given default; a measure of loss given default (LGD) that captures the worst level reached...
Losses that reflect the expected or potential credit losses that may arise as to an entity's financial assets due to...
A provision that is created for impairment losses arising from loans, receivables, and similar types of extended credit. Impairment losses...
A measure of downturn loss given default (downturn LGD) that accounts for regulatory capital requirements for banks in order to...
A measure of loss given default (LGD) that captures the worst level reached in the economic cycle (the trough). Downturn...
A measure of loss given default (LGD) that captures the worst level reached in the economic cycle (the trough). Downturn...
An allowance (provision) that is created by a bank or entity for potential impairment losses (that may arise from the...
A measure of common equity tier-1 (CET-1) that represents core tier-1 capital net of minority interest in core tier 1....
An allowance (provision) that is created by a bank for potential impairment losses (that may arise from the loans and...
An allowance (provision) that is created by a bank for potential impairment losses (that may arise from the loans and...