loss given default
Defined in Article 325v, Capital Requirements Regulation (CRR)
Definitions over time (1)
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27/06/2019 – today applies on 11/11/2026 Article 325v, Capital Requirements Regulation (CRR) Scope: Part III Title IV Chapter 1A Section 5 Also: LGD
For the purposes of this Section, the following definitions apply:
‘loss given default’ or ‘LGD’ means the loss given default of the obligor on an instrument issued by that obligor expressed as a share of the notional amount of the instrument;
Other definitions of this term in this act (1)
Each has its own scope, dates and uses. Open one to see when it applies.
Earlier definition records in this act (2)
Open an entry to see its definitions, dates and uses. Separate scopes and histories are kept intact.
- Article 4(1)(55) Historical · definitions end 25/12/2019
- Article 4(1)(55) Historical · definitions end 27/06/2019