- LDA (Loss Distribution Approach)
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an approach in which historical data on internal and external events are used, as well as the information on the development of operational environment factors for statistical measurement of operational risk
- LGD (Loss Given Default)
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a loss suffered by the Bank in case of client’s default
- Liquidity reserve
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the difference between the most liquid assets and expected and potential liabilities that mature in a given period for a given currency
- Liquidity risk
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the risk of inability to timely discharge of liabilities due to non-availability of liquid means
- LMA
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the Loan Market Association
- LTV
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ratio of the credit exposure amount to the value of the real property offered as collateral of that exposure