S&P Global Market Intelligence CONTRIBUTOR

Andrey Eliseev

Andrey is a credit product specialist with S&P Global Market Intelligence. Full Bio

Date

Type

Title

Segment

Jun 2022

Blog

Understanding Loss Given Default A Review of Three Approaches

Loss Given Default (LGD), often the term used to refer to an investment’s ‘loss severity’, estimates the portion of an exposure (bond or loan equivalent) that will likely not be recovered in the event of default. When it comes to estimating the LGD of financial transactions, various techniques can be applied. In this blog, we discuss three methods: (1) a qualitative scorecard a...

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Academia
Banking
Corporations
Governments
Industrials
Insurance
Investment Banking
Investment Management
Private Equity
Professional Services
Regulatory Agencies

Jun 2021

Blog

Corporate Credit Risk Trends in Developing Markets An Expected Credit Loss

This is the third in a series of three blogs on risk trends. In our first blog , we analyzed the impact of the COVID-19 pandemic on the probability of default (PD) of non-financial corporates based in the Middle East, Africa, India, Turkey, and other emerging economies in Europe and Asia. We saw that the average PD of our study sample, based on year-end 2020 financial statement...

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Academia
Banking
Corporations
Governments
Investment Banking
Investment Management
Private Equity
Regulatory Agencies

May 2021

Blog

Corporate Credit Risk Trends in Developing Markets: A Loss Given Default (L

This is the second in a series of three blogs on risk trends. In our first blog , we analyzed the impact of the COVID-19 pandemic on the probability of default (PD) of non-financial corporates based in the Middle East, Africa, India, Turkey, and other emerging economies in Europe and Asia. We saw that the average PD of our study sample, based on year-end 2020 financial statemen...

READ