What does loss given default mean?

Definitions for loss given default
loss given de·fault

This dictionary definitions page includes all the possible meanings, example usage and translations of the word loss given default.

Wikipedia

  1. Loss given default

    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 on bank's client. Exposure is the amount that one may lose in an investment. The LGD is closely linked to the expected loss, which is defined as the product of the LGD, the probability of default (PD) and the exposure at default (EAD).

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Numerology

  1. Chaldean Numerology

    The numerical value of loss given default in Chaldean Numerology is: 4

  2. Pythagorean Numerology

    The numerical value of loss given default in Pythagorean Numerology is: 2

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"loss given default." Definitions.net. STANDS4 LLC, 2024. Web. 27 Apr. 2024. <https://www.definitions.net/definition/loss+given+default>.

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