Benchmarking the loss given default parameter for mortgage loan portfolios under stress
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 | Kreditgeschäft | Bank lending | Benchmarking | Basler Akkord | Basel Accord | Insolvenz | Insolvency |
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