Loss Given Default (LGD) is one of the most important parameters within Internal Risk Based approach (IRB) in the New Basel Capital Accord.

违约损失率(LGD)是巴塞尔新资本协议中ir B法中最重要的参数。

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Consider the relativity between Loss Given Default and Probability of Default. (5) Study on the collocation of economic capital of our country's commercial Banks combining with RAROC.

考虑违约损失率与违约概率的相关性。(5)与RAROC结合研究我国商业银行的经济资本配置方法。

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But this only tells half of the story: A second problem is that loss-given default assumptions are rising too.

WSJ: Agenda: Basel III��Don't We Have Enough Problems?