Market LGD
From Open Risk Manual
Revision as of 21:53, 7 November 2019 by Wiki admin (talk | contribs) (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...")
Definition
Market LGD is the implied loss for a defaulted Bond as derived from traded market prices of that bond (or closely related instruments).