1. UK Financial Services Law
  2. Legislation (UK)
  3. Assimilated law
  4. 2013
Date-stamp loading
  1. Retained EU Law - Regulation 575/2013/EU - Capital Requirements Regulation (CRR) - Definitions
  2. Definition found at art. 4 applies for all
  3. LGD
Previous Next
Status: Published
Version date: Pre-IP completion day
    Version 1 of 1    

LGD

means the ratio of the loss on an exposure due to the default of a counterparty to the amount outstanding at default

Comparing proposed amendment...
Previous Next