Loss given default in downturns

Ratio of the amount that could be lost on an exposure during economic downturns due to a default over one year period to the amount that would be outstanding at default, in accordance with art 181 of Regulation (EU) No 575/2013

Variable ID

LGD_DWNTRNS

Definition

Ratio of the amount that could be lost on an exposure during economic downturns due to a default over one year period to the amount that would be outstanding at default, in accordance with art 181 of Regulation (EU) No 575/2013

Input layer instructions

Not available

Domain

Real

Legal references

  • No legal references provided

Used in cubes

Used in transformations