ISSN (Print) - 0012-9976 | ISSN (Online) - 2349-8846

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Estimating Loss Given Default for Indian Markets

The Basel II norms allow banks to calculate credit risk capital requirements by the standardised or internal ratings based approach. Banks using the latter need to develop methods to estimate its key components, one of which is the loss given default. This article discusses some of the issues in the estimation of the loss given default for corporate exposures in the Indian context.
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