Basel IV Channel – Episode 30: Downturn LGD Estimation

In one of the previous episodes, the Basel IV Channel focused on the new methodology for the parameter estimation for the IRB approach, especially on the LGD 2.0. We have received a lot of feedback on this topic. Therefore, we have decided to discuss the LGD methodology further.

Our latest Basel IV-Channel Episode covers:

“Downturn LGD estimation”


Our experts give an Overview of downturn LGD, the general requirements on downturn LGD estimation and the three major approaches towards downturn LGD estimation.

This episode of the Basel IV-Channel can be watched on our PwC Basel IV Youtube Channel.

You missed a Basel IV-Channel Episode ?

No problem – all of our Basel IV-Channel Episodes are available on Youtube.

You need more information on Basel IV ?

Our Basel IV Website you will find information and contact persons.

We look forward to welcoming you to our next Basel IV-Channel.

Best regards,

Martin Neisen

Global Basel IV Leader

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