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LGD for ECL computation
Posted: 03 Mar 2021, 11:37
by daljeet
Does anyone have any reference or template for the computation of LGD for non bank companies?
Re: LGD for ECL computation
Posted: 03 Mar 2021, 14:05
by Marek Muc
I don't think there could be a template because it heavily depends on your specific circumstances... What kind of financial assets are we talking about?
Re: LGD for ECL computation
Posted: 05 Mar 2021, 13:04
by daljeet
receivables and assets measured at amortised cost
Re: LGD for ECL computation
Posted: 05 Mar 2021, 13:24
by Marek Muc
What kind of receivables? I.e. trade receivables? Loans? Are there any collaterals?