Modelling downturn loss given default
Year of publication: |
2012
|
---|---|
Authors: | Calabrese, Raffaella |
Publisher: |
Dublin : UCD Geary Institute |
Subject: | Downturn LGD | Mixed random variable | Mixture | Beta density | Kreditrisiko | Credit risk | Statistische Verteilung | Statistical distribution | Konjunktur | Business cycle | Theorie | Theory | Basler Akkord | Basel Accord | Kreditgeschäft | Bank lending |
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