Loss Given Default Unsaved changes

Loss given default model settings, discounting, and recovery configuration.

Model Type

Realized LGD is planned for a future release.

Historical Lookback Months

Use All Defaults

Recovery Horizon Months Forecast Development Factor

Enable LGD Cap

LGD Cap %

Discount Recoveries

Discount Rate Method

Floor Recovery Cost %

Minimum recovery cost as a percentage.

Forecast Recoveries

Include Cure Loans

Time Weighting Method

MEV Adjustment

LGD Smoothing

Collateral Recovery Included

Collateral Haircut

Planned for a future release: MEV adjustment on LGD, LGD smoothing, collateral recovery, and collateral haircut.

Monthly market discount rates used when Discount rate method is Market rate.

Search history

Setting	Previous value	Changed to	Changed by	Changed at
LGD Cap %	100	45	Sarah Al-Rashid	Jun 10, 2025, 11:05 AM
Recovery Horizon Months	24	36	Ahmed Hassan	May 18, 2025, 3:20 PM

ECL IFRS 9