Ryan O’Connell, CFA, FRM explains how to calculate Probability of Default (PD), Loss Given Default (LGD), and Expected Loss (EL) in Microsoft Excel.
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Chapters:
0:00 – Calculate Present Value of Risky Corporate Bond
0:57 – Calculate the Yield to Maturity (YTM) of the Risk Free Bond
3:12 – Calculate the Credit Spread
3:59 – Calculate Probability of Default (PD)
4:18 – Calculate Loss Given Default (LGD)
5:06 – Calculate Expected Loss (EL)
*Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.
