Downturn LGD Study 2020

Document

Author: 
Nina Brumma, Nunzia Rainone
Topics: 
Downturn LGD
Large Corporates
Banks & Non Bank Financial Institutions
Description: 

This Global Credit Data (GCD) study looks into the historical effects of previous downturns on bank credit losses across various debtor types, industries and regions, with a view to helping banks understand not only the high-level impacts of a downturn, but also how credit risk drivers are impacted, including sector specific impacts across different portfolio types. Combined with banks’ independent inputs for key risk drivers – including macroeconomic forecasts, portfolio biases, and the differences between the current and previous crises – the data in this report equips banks with the fundamental tools necessary to make accurate adjustments to their credit loss estimates for the COVID-19 crisis.

File Type: 
GCD publications
File: 
Publication Year: 
2020
Groups audience: 
Workflow status: 
Final
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