layout | title | schemas |
---|---|---|
property | lgd_irb_ec | loan,account |
lgd_irb_ec
The lgd_irb_ec 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 economic capital calculations in the interal ratings based (IRB approach)