Chart 5
Chart 5 shows the average LGDs (non-defaulted) for all participating institutions. LGDs are based on drawn, undrawn, repo-style transactions, OTC derivatives, PFGs, and other off-balance sheet items. Individual institutions' values are not shown. Only a range is provided. The 25th and 75th percentiles and medians are also shown for each portfolio.

The range for the Corporate-Bank-Sovereign portfolio extends from about 50 percent to about 15 percent. The 25th and 75th percentiles are roughly 40 percent and 25 percent. The median is about 30 percent.

The range for the SME portfolio extends from about 75 percent to about 5 percent. The 25th and 75th percentiles are roughly 35 percent and 25 percent. The median is about 30 percent.

The range for the HVCRE portfolio extends from about 50 percent to about 15 percent. The 25th and 75th percentiles are roughly 35 percent and 20 percent. The median is about 25 percent.

The range for the IPRE portfolio extends from about 40 percent to about 5 percent. The 25th and 75th percentiles are roughly 30 percent and 20 percent. The median is about 25 percent.

The range for the HELOC portfolio extends from about 100 percent to about 10 percent. The 25th and 75th percentiles are roughly 50 percent and 15 percent. The median is about 30 percent.

The range for the Other mortgage portfolio extends from about 55 percent to about 10 percent. The 25th and 75th percentiles are roughly 25 percent and 10 percent. The median is about 15 percent.

The range for the QRE portfolio extends from about 100 percent to about 5 percent. The 25th and 75th percentiles are roughly 95 percent and 85 percent. The median is about 90 percent.

The range for the Other retail portfolio extends from about 100 percent to about 0 percent. The 25th and 75th percentiles are roughly 60 percent and 30 percent. The median is about 45 percent.

The range for the RBE portfolio extends from about 100 percent to about 10 percent. The 25th and 75th percentiles are roughly 70 percent and 30 percent. The median is about 50 percent.