Is the regulatory downturn LGD adequate? : performance analysis and alternative methods
Thomas Hartmann-Wendels and Christopher Paulus Imanto
| Year of publication: |
2023
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|---|---|
| Authors: | Hartmann-Wendels, Thomas ; Imanto, Christopher Paulus |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 74.2023, 3, p. 736-747
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| Subject: | Basel Accord | downturn loss given default | Global Credit Data | Internal Ratings-Based Approach | latent variable | systematic risk | Basler Akkord | Kreditrisiko | Credit risk | Bankrisiko | Bank risk | Kreditgeschäft | Bank lending | Kreditwürdigkeit | Credit rating | Systemrisiko | Systemic risk | Theorie | Theory | Bankenregulierung | Bank regulation | Konjunktur | Business cycle |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/01605682.2021.1973349 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014332036