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Loss Given Default - Empirical observations and models
Language
English
English
Book
Paperback
In times of implementation of Basel II Approach and§financial crisis, the importance of Loss Given§D...
Full description
Libristo code: 06826067
?
144 b
144 b
61.00
€
včetně DPH
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In times of implementation of Basel II Approach and§financial crisis, the importance of Loss Given§Default (LGD), as a measure of expected losses by default§of banks, companies, corporations, etc. will increase§rapidly. The understanding of central statistical§characteristics of LGD will help the Banks, Hedge§Funds and other Lending Parties to forecast and§measure the potential losses, if a company goes§bankrupt. For its prediction should be created new§accurate mathematical and risk management models and§therefore the involving parties should have more§empirical observations from the past and study the§existing models in that area.
About the book
Full name
Loss Given Default - Empirical observations and models
Author
Ivan Petrov
Language
English
English
Binding
Book - Paperback
Date of issue
2009
Number of pages
80
EAN
9783639178081
ISBN
3639178084
Libristo code
06826067
Publishers
VDM Verlag
Weight
127
Dimensions
152 x 229 x 5
