Difference between revisions of "Market LGD"

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(Created page with "== Definition == '''Market LGD''' is the implied loss for a defaulted Bond as derived from traded market prices of that bond (or closely related instruments). Categor...")
 
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Latest revision as of 20:53, 7 November 2019

Definition

Market LGD is the implied loss for a defaulted Bond as derived from traded market prices of that bond (or closely related instruments).

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