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・ Lost and Found (1979 film)
・ Lost and Found (1996 film)
・ Lost and Found (2008 film)
・ Lost and Found (band)
・ Lost and Found (book)
・ Lost and Found (Brooks & Dunn song)
・ Lost and Found (Buena Vista Social Club album)
・ Lost and Found (Daniel Johnston album)
・ Lost and Found (David Byron album)
・ Lost and Found (Delerium song)
・ Lost and Found (disambiguation)
・ Lost and Found (Feeder song)
・ Lost and Found (IU EP)
・ Lost and Found (mixtape)
・ Lost and Found (Mudvayne album)
Loss given default
・ Loss leader
・ Loss mitigation
・ Loss network
・ Loss of chance in English law
・ Loss of China
・ Loss of citizenship
・ Loss of consortium
・ Loss of control
・ Loss of heterogeneity
・ Loss of heterozygosity
・ Loss of Innocence
・ Loss of right in English law
・ Loss of rights due to conviction for criminal offense
・ Loss of Sensation


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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)
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