S&P Capital IQ: Loss Given Default: How Safe Is Your Bank?

With the credit outlook for banks remaining far from certain and governments withdrawing explicit and implicit support, how confident are you that your assessment of Loss Given Default adequately identifies how much you could potentially lose?

With the exception of North America and Asia Mature, the global economic outlook remains uncertain when measured by expected Loss Given Default (LGD). In this context LGD represents an important measure of potential exposure to loss.


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