Loss Given Default (LGD) and Fund Transfer Pricing( FTP)

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Dear David,

We are very thankful for your great guidance and support in understanding of Risk Management, Kindly guide us how we have to calculate and develop a methodology for LGD determination for our/bank borrowers for application of AMA of Basel II.

Kindly, also guide us that how we have to develop the transfer pricing (FTP) calculation for our bank.

Thanks
Javed