Large actual loan loss exceeding the estimated LGD could lead to a serious depletion of bank's equity capital.
实际贷款损失如果大大超过预计的违约损失率会导致银行的自有资本严重损耗。
Loss Given Default (LGD) is one of the most important parameters within Internal Risk Based approach (IRB) in the New Basel Capital Accord.
违约损失率(LGD)是巴塞尔新资本协议中ir B法中最重要的参数。
Chapter 3 is mainly engaged in the theory deduction of measurement method of single debt's LGD.
第三章主要针对单一债项的违约损失率量化方法进行理论推导。
Chapter 3 is mainly engaged in the theory deduction of measurement method of single debt's LGD.
第三章主要针对单一债项的违约损失率量化方法进行理论推导。
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