Recovery Rate in Common Probability Distribution Formulas

Recovery Rate refers to the percentage of an outstanding loan or credit exposure that a lender is able to recover in the event of default by the borrower. And is denoted by Rr.

Common Probability Distribution formulas that make use of Recovery Rate

fxLoss Given DefaultGo

FAQ

What is the Recovery Rate?

Recovery Rate refers to the percentage of an outstanding loan or credit exposure that a lender is able to recover in the event of default by the borrower.

Can the Recovery Rate be negative?

{YesorNo}, the Recovery Rate, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

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