Newsletter Apr 2006: LGD mapping function proposed

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Subjects / Capital

Staff | February 22, 2007

The Basel II NPR proposes a so-called supervisory mapping function for a key element in the measurement of credit risk “because it appears difficult for some banks to produce internal estimates of loss given default (LGD)”.

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Return of geopolitics
Headaches for global banks

EMIR REFIT
Potential to trigger unintended consequences

Newsletter Apr 2006: LGD mapping function proposed

Global Risk Regulator’s articles are exclusively

available to full subscribers

Subscribe today to ensure you stay informed about the latest global regulations and standards.

Return of geopolitics Headaches for global banks

EMIR REFIT Potential to trigger unintended consequences

Newsletter Apr 2006: LGD mapping function proposed

Global Risk Regulator’s articles are exclusively

available to full subscribers

Subscribe today to ensure you stay informed about the latest global regulations and standards.

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Return of geopolitics
Headaches for global banks

EMIR REFIT
Potential to trigger unintended consequences