The economy and loss given default : evidence from two UK retail lending data sets
Year of publication: |
2014
|
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Authors: | Leow, Mindy ; Mues, Christophe ; Thomas, Lyn C. |
Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 716033-1. - Vol. 65.2014, 3, p. 363-375
|
Subject: | credit risk modelling | macroeconomic variables | retail loans | loss given default | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Kreditgeschäft | Bank lending | Insolvenz | Insolvency | Privatkundengeschäft | Personal banking |
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