Loss given default : estimating by the conditional minimum value
Mustapha Ammari, Ghizlane Lakhnati
| Year of publication: |
2017
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|---|---|
| Authors: | Ammari, Mustapha ; Lakhnati, Ghizlane |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 7.2017, 3, p. 779-785
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| Subject: | Credit Risk Modeling | Loss Given Default | Rating Model | Basel 2 | Merton's Model | Backtesting | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Theorie | Theory | Risikomaß | Risk measure | Insolvenz | Insolvency | Kreditwürdigkeit | Credit rating | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling | Kreditgeschäft | Bank lending |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011823132