Movement of LGD Data into Processing

The LGD Term Structures are transferred to the processing area and adjusted as required for ECL computations, simultaneously. While the LGD series, term structure, in the staging table could be at any given frequency, the same is converted to the bucket frequency and during this process, the number of periods for which the LGD values have to be calculated or interpolated and extrapolated is dependent on the time to maturity of the account.