LGD from Collateral, Haircuts and Recovery Costs
This lesson is part of the course
In this lesson
You estimate the loss given default of eight Harrow Valley Bank loans from their collateral, haircuts, workout costs and the time value of the recovery.
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Lessons in this course
- Expected Loss = PD × LGD × EAD on a Loan Book Locked
- EAD with a Credit Conversion Factor for Undrawn Lines Locked
- LGD from Collateral, Haircuts and Recovery Costs Locked
- Rating Migration Matrix to Cumulative PD Locked
- 12-Month vs Lifetime ECL with Discounting and Scenarios Locked
- IFRS 9 Staging: SICR Rules and Stage 1/2/3 ECL Locked
- Logistic Scorecard: Score → PD and Points to Double the Odds Locked
- Portfolio ECL and Coverage Ratio by Segment Locked