Loan level loss given default (LGD) study of Indian banks
Loss given default (LGD) is a critical element in estimating expected as well as unexpected credit losses in banking business. This article investigates written-off history of Indian banks and provides estimates of LGD on loans across sectors, loan facilities and collateral type. The study is based...
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| Format: | Article |
| Language: | English |
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Elsevier
2022-06-01
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| Series: | IIMB Management Review |
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| Online Access: | http://www.sciencedirect.com/science/article/pii/S0970389622000453 |