Assertion: default | /r/HasProperty | lgd
Facets:
Source sentences:
text: EAD, along with loss given default (LGD) and the probability of default (PD), are used to calculate the credit risk capital of financial institutions.
text: PD is closely linked to the expected loss, which is defined as the product of the PD, the loss given default (LGD) and the exposure at default (EAD).
text: The EAD is closely linked to the expected loss, which is defined as the product of the EAD, the probability of default (PD) and the loss given default (LGD).
text: Loss given default (LGD) is the amount of money a bank or other financial institution loses when a borrower defaults on a loan, depicted as a percentage of total exposure at the time of default.
text: The loss given default (LGD)