layout | title | schemas |
---|---|---|
property | lgd_irb | loan,customer,issuer,guarantor,account,derivative,security |
lgd_irb
The lgd_irb property represents the loss given default, which is the estimated amount lost on an exposure from the default of a counterparty. Expressed as a percentage between 0 and 1. This value is used in regulatory capital calculations in the interal ratings based (IRB approach)