Europe | 2018 | Loss Given Default


This seminar provides delegates with a solid understanding of Moody's LGD methodology. The methodology provides a systematic approach for estimating recovery rates for different creditor classes across the capital structure of a firm in the event of default. Knowledge of this framework is key to understanding what determines ratings assigned by Moody's Investors Service to individual debt instruments issued by speculative-grade rated issuers. The workshop explores the underlying principles of this analytical framework and their practical application for non-financial speculative grade corporate obligors. This workshop is part of a series of seminars on the methodologies and analytical techniques used by corporate ratings analysts of Moody's Investors Service.

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