In times of implementation of Basel II Approach and financial
crisis, the importance of Loss Given Default (LGD), as a measure of
expected losses by default of banks, companies, corporations, etc.
will increase rapidly. The understanding of central statistical
characteristics of LGD will help the Banks, Hedge Funds and other
Lending Parties to forecast and measure the potential losses, if a
company goes bankrupt. For its prediction should be created new
accurate mathematical and risk management models and therefore the
involving parties should have more empirical observations from the
past and study the existing models in that area.
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