Difference between revisions of "Workout LGD"

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(Created page with "== Definition == '''Workout LGD''' mean an estimate of the Loss Given Default during the Workout Process of non-performing loans or other credits. The term is used pri...")
 
 
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== Definition ==
 
== Definition ==
'''Workout LGD''' mean an estimate of the [[Loss Given Default]] during the [[Workout Process]] of non-performing loans or other credits. The term is used primarily to distinguish from concepts such as [[Market LGD]] derived from traded prices and [[Realized LGD]]. Closely related to valuation of non-performing loans
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'''Workout LGD''' mean an estimate of the [[Loss Given Default]] during the [[Workout Process]] of non-performing loans or other credits. The term is used primarily to distinguish from concepts such as [[Market LGD]] derived from traded prices and [[Realised LGD]]. Closely related to valuation of non-performing loans
  
 
[[Category:LGD Models]]
 
[[Category:LGD Models]]
 
[[Category:NPL]]
 
[[Category:NPL]]

Latest revision as of 21:02, 7 November 2019

Definition

Workout LGD mean an estimate of the Loss Given Default during the Workout Process of non-performing loans or other credits. The term is used primarily to distinguish from concepts such as Market LGD derived from traded prices and Realised LGD. Closely related to valuation of non-performing loans

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