Modelling loss given default: a "point in time" approach
Alfred Hamerle, Michael Knapp, Nicole Wildenauer
| Year of publication: |
2006
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|---|---|
| Authors: | Hamerle, Alfred ; Knapp, Michael ; Wildenauer, Nicole |
| Published in: |
The Basel II risk parameters : estimation, validation, and stress testing : with 58 tables. - Berlin : Springer, ISBN 3-540-33085-2. - 2006, p. 127-142
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| Subject: | Kreditrisiko | Credit risk | Theorie | Theory | Basler Akkord | Basel Accord | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003376030