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Loss Given Default - Empirical observations and models

Language EnglishEnglish
Book Paperback
Book Loss Given Default - Empirical observations and models Ivan Petrov
Libristo code: 06826067
Publishers VDM Verlag, July 2009
In times of implementation of Basel II Approach and§financial crisis, the importance of Loss Given§D... Full description
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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.

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About the book

Full name Loss Given Default - Empirical observations and models
Author Ivan Petrov
Language 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

Categories

Economics, Finance, Business & Management > Economics
Economics, Finance, Business & Management > Business & Management
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