Information for "Finance:Loss given default"

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Display titleFinance:Loss given default
Default sort keyLoss given default
Page length (in bytes)14,369
Namespace ID3032
NamespaceFinance
Page ID566853
Page content languageen - English
Page content modelwikitext
Indexing by robotsAllowed
Number of redirects to this page0
Counted as a content pageYes
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Page creatorimported>NBrush
Date of page creation10:48, 26 June 2023
Latest editorimported>NBrush
Date of latest edit10:48, 26 June 2023
Total number of edits1
Recent number of edits (within past 90 days)0
Recent number of distinct authors0

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Loss given default or LGD is the share of an asset that is lost if a borrower defaults. It is a common parameter in risk models and also a parameter used in the calculation of economic capital, expected loss or regulatory capital under Basel II for a banking institution. This is an attribute of any exposure...
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