Title: Measuring LGD on Commercial Loans: An 18-Year Internal Study
Abstract: This article presents findings of and highlights issues associated with an extensive internal loss severity study for the JPMorgan Chase (JPMC) wholesale bank. The recently completed loss given default (LGD) study draws upon 18 years of loan loss history at JPMC for 3,761 defaulted borrowers at its several heritage organizations.
Publication Year: 2004
Publication Date: 2004-01-01
Language: en
Type: article
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Cited By Count: 125
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