A Critical Parameter: Loss Given Default

A Critical Parameter: Loss Given Default

This chapter contains sections titled: Introduction Academic Models of LGD Disentangling LGD and PD Moody's KMV's Approach to LGD Estimation Kamakura's Approach to LGD Estimation Summary

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Bibliographische Detailangaben
Format: Buchkapitel
Sprache:eng
Schlagworte:
Basel Committee
credit risk measurement
loss given default
recovery rate
senior secured bonds
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Beschreibung
Zusammenfassung:This chapter contains sections titled: Introduction Academic Models of LGD Disentangling LGD and PD Moody's KMV's Approach to LGD Estimation Kamakura's Approach to LGD Estimation Summary
DOI:10.1002/9781118267981.ch7