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FRM: Beta distribution for loss given default (LGD) - YouTube
Possibilities of LGD Modelling
Expected Loss Unexpected Loss, Economic Capital case study
Reserve Bank of India - Reports
LGD Calculator | Calculate Loss Given Default
Calculating an Estimate Based on the Probability of Default Model - ppt download
Calculating an Estimate Based on the Probability of Default Model - ppt download
Loss given default (LGD) - BBVA in 2012
Loss Given Default - an overview | ScienceDirect Topics
Basel II Capital Accord - Notice of proposed rulemaking (NPR) and supporting Board documents - Draft Basel II NPR - Part IV - Risk-Weighted Assets for General Credit Risk
2. Backround and rationale | Final Report - Guidelines for the estimation of LGD appropriate for an economic downturn ('Downturn LGD estimation') (EBA/GL/2019/03) | Better Regulation
A simulation study on the impact of correlation between LGD and EAD on loss calculation when different LGD definitions are considered | SpringerLink
Loss Given Default - LGD | Examples, Formula, Calculation