Loss given default, a new alternative approach

Objective of the analysis is to represent a new approach to estimate loss given default (Lgd) alternative to the existing estimation models, improving performance compliant in terms of regulation. The model proposed incorporates the empirically observed bimodality of the historical distribution of losses

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Year of publication:	2013
Authors:	D'Avanzo, Francesco ; Salis, Fabio
Published in:	BANCARIA. - Bancaria Editrice. - Vol. 01.2013, January
Publisher:	Bancaria Editrice

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Extent:	text/html
Type of publication:	Article
Classification:	G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010857910