A simulation study on the impact of correlation between LGD and EAD on loss calculation when different LGD definitions are considered | SpringerLink
What Is Exposure at Default (EAD)? Meaning and How To Calculate
2. Backround and rationale | Final Report - Guidelines for the estimation of LGD appropriate for an economic downturn ('Downturn LGD estimation') (EBA/GL/2019/03) | Better Regulation