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Loss Given Default Calculator.
Calculate loss given default from exposure, recovery, and collateral assumptions.
此计算器尚未完全翻译——部分文本以英文显示。
设备端计算无需注册
01
输入数值
输入时结果会更新。
02 / 答案
Loss amount: US$60,000.00 $
Loss given default: 60% %
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Cite this calculator
Canonical URL: https://mathify.one/zh/finance/lgd
Cite as: Mathify. (n.d.). Loss Given Default Calculator. https://mathify.one/zh/finance/lgd
Use Cases
Credit Risk Assessment
Banks and financial institutions use LGD to estimate potential losses on defaulted loans, aiding in risk management and capital allocation.
Example: A bank with a $1M loan and $600k recovery can estimate a 40% LGD.
Portfolio Stress Testing
Investors and analysts use LGD to model worst-case scenarios for credit portfolios, helping to set risk limits and pricing.
Example: Stress test a portfolio with varying recovery rates to see impact on losses.
Frequently Asked Questions
- What is Loss Given Default (LGD)?
- Loss Given Default (LGD) is the portion of an exposure that is lost when a borrower defaults, after accounting for recoveries. It is calculated as (Exposure at Default - Recovered Value) / Exposure at Default, expressed as a percentage.
- How do I use this calculator?
- Enter the exposure at default (the total amount owed) and the recovered value (amount recovered from collateral or other means). The calculator will compute the loss amount and LGD percentage.
- What is a typical LGD range?
- LGD varies by asset type and recovery process. For secured loans, LGD can be low (10-30%), while unsecured loans may have higher LGD (50-80%). This calculator helps you estimate based on your inputs.
Tips & Common Mistakes
Tips
- Ensure the exposure at default includes all outstanding principal, interest, and fees.
- Recovered value should reflect net proceeds after costs of recovery (e.g., legal fees, sale costs).
- Use historical recovery data for similar assets to get a realistic estimate.
- LGD is often expressed as a percentage; multiply by exposure to get the dollar loss.
Common Mistakes to Avoid
- Forgetting to include accrued interest in the exposure at default.
- Using gross recovery amount without deducting collection costs.
- Confusing LGD with Probability of Default (PD) – they are separate risk components.
Last updated: August 13, 2026