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

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...

The amount of losses (loss given default, LGD) that is based on the cash flows observed between the time of...

The amount of losses (loss given default, LGD) that is based on the cash flows observed between the time of...

It stands for workout loss given default; the amount of losses (loss given default, LGD) that is based on the...

It stands for loss given default; a key metric that is used in quantitative risk analysis, reflecting the monetary amount...

A key metric that is used in quantitative risk analysis, reflecting the monetary amount that an entity (a bank, financial...