Insights into credit loss rates : a global database
by Li Lian Ong, Christian Schmieder, and Min Wei
| Year of publication: |
May 2023
|
|---|---|
| Authors: | Ong, Li Lian ; Schmieder, Christian ; Wei, Min |
| Publisher: |
[Basel] : Bank for International Settlements, Monetary and Economic Department |
| Subject: | credit risk | credit loss rates | data gap | forward-looking | loss given default (LGD) | macro-implied | probability of default (PD) | stress test | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Kreditwürdigkeit | Credit rating | Kreditgeschäft | Bank lending | Risikomaß | Risk measure | Insolvenz | Insolvency | Risikomanagement | Risk management | Verlust | Loss |
freely available
| Extent: | 1 Online-Ressource (circa 31 Seiten) Illustrationen |
|---|---|
| Series: | Working papers / Bank for International Settlements. - Basle, ISSN 1682-7678, ZDB-ID 2467027-3. - Vol. no 1101 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014284871