The time dimension of the links between loss given default and the macroeconomy
Year of publication: |
2017
|
---|---|
Authors: | Konečný, Tomáš ; Seidler, Jakub ; Belayeva, Aelita ; Belayev, Konstantin |
Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 67.2017, 6, p. 462-491
|
Subject: | credit losses | loss given default | recovery rates | workout LGD | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Kreditgeschäft | Bank lending | Insolvenz | Insolvency | Verlust | Loss | Konjunktur | Business cycle |
-
The time dimension of the links between loss given default and the macroeconomy
Koneèný, Tomáš, (2017)
-
Krüger, Steffen, (2017)
-
Modeling loss given default with stochastic collateral
Frontczak, Robert, (2015)
- More ...
-
The time dimension of the links between loss given default and the macroeconomy
Konečný, Tomáš, (2017)
-
Macroeconomic factors as drivers of LGD prediction : empirical evidence from the Czech Republic
Belyaev, Konstantin, (2012)
-
Geršl, Adam, (2012)
- More ...