Benchmarking the loss given default parameter for mortgage loan portfolios under stress
Christian Greve and Lutz Hahnenstein
| Year of publication: |
December 2016
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|---|---|
| Authors: | Greve, Christian ; Hahnenstein, Lutz |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 12.2016, 4, p. 79-107
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| Subject: | benchmarking | credit risk | loan-to-value (LTV) | loss given default (LGD) | mortgage loan | stress testing | Kreditrisiko | Credit risk | Hypothek | Mortgage | Basler Akkord | Basel Accord | Portfolio-Management | Portfolio selection | Benchmarking | Kreditgeschäft | Bank lending | Insolvenz | Insolvency | Bankrisiko | Bank risk | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JCR.2016.217 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011645440