Modeling loss given default regressions

Phillip Li, Xiaofei Zhang and Xinlei Zhao

Year of publication:	2020
Authors:	Li, Phillip ; Zhang, Xiaofei ; Zhao, Xinlei
Published in:	Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 23.2020/2021, 1, p. 1-32
Subject:	risk management \| loss given default(LGD) \| bimodal distribution \| simulation \| predicted distribution \| stress testing \| Kreditrisiko \| Credit risk \| Risikomanagement \| Risk management \| Basler Akkord \| Basel Accord \| Simulation \| Statistische Verteilung \| Statistical distribution \| Prognoseverfahren \| Forecasting model \| Theorie \| Theory \| Regressionsanalyse \| Regression analysis \| Bankrisiko \| Bank risk \| Verlust \| Loss \| Kreditgeschäft \| Bank lending \| Modellierung \| Scientific modelling

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