loss given default
22(in 79relation to the IRB approach) the ratio of the loss on an exposure due to the default of a counterparty to the amount outstanding at default.[Note: article 4(27) of the Banking Consolidation Directive (Definitions)]79
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22(in 79relation to the IRB approach) the ratio of the loss on an exposure due to the default of a counterparty to the amount outstanding at default.[Note: article 4(27) of the Banking Consolidation Directive (Definitions)]79