loss given default
Defined in Article 4, Capital Requirements Regulation (CRR)
Uses as of 19/07/2016
Definitions over time (1)
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19/07/2016 – 27/06/2019 applies on 19/07/2016 Article 4, Capital Requirements Regulation (CRR) Scope: Whole act Also: LGD
For the purposes of this Regulation, the following definitions shall apply:
‘loss given default’ or ‘LGD’ means the ratio of the loss on an exposure due to the default of a counterparty to the amount outstanding at default;
Other definitions of this term in this act (3)
Each has its own scope, dates and uses. Open one to see when it applies.
Used in (202 places in 49 provisions on 19/07/2016)
Capital Requirements Regulation (CRR) (202 in 49)
Recital 128 · Article 42 · Article 1083 · Article 142 · Article 1432 · Article 1442 · Article 1453 · Article 1482 · Article 1493 · Article 1516 · Article 1536 · Article 1544 · Article 1556 · Article 157 · Article 1586 · Article 1607 · Article 16111 · Article 1622 · Article 163 · Article 16416 · Article 1652 · Article 1703 · Article 1722 · Article 1732 · Article 17612 · Article 178 · Article 1792 · Article 18012 · Article 18115 · Article 182 · Article 183 · Article 1852 · Article 189 · Article 191 · Article 211 · Article 2288 · Article 2308 · Article 2313 · Article 2322 · Article 2362 · Article 259 · Article 2627 · Article 2913 · Article 3373 · Article 3792 · Article 3838 · Article 4013 · Article 4528 · Article 453