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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク LGD (Loss Given Default) ： ウィキペディア英語版 Loss given default Loss given default or LGD is a common parameter in Risk Models and also a parameter used in the calculation of Economic Capital, Expected loss or Regulatory Capital under Basel II for a banking institution. This is an attribute of any exposure on bank's client. Exposure is the amount that one may lose in an investment. ==Definition== LGD is the share of an asset that is lost when a borrower defaults. Loss given default is facility-specific because such losses are generally understood to be influenced by key transaction characteristics such as the presence of collateral and the degree of subordination. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Loss given default」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.