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~person:"Betz, Jennifer"
~person:"Kopecsni, Juraj"
~subject:"Schätzung"
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Schätzung
credit risk
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loss given default
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fractional responses
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ordinal regression
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quasi-maximum likelihood estimator
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Betz, Jennifer
Kopecsni, Juraj
Rösch, Daniel
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Chalupka, Radovan
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Resolution of defaulted loan contracts : an empirical analysis of default resolution time and
loss
given
default
Betz, Jennifer
-
2018
Persistent link: https://www.econbiz.de/10012198130
Saved in:
2
Modelling bank loan LGD of corporate and SME segments: A case study
Chalupka, Radovan
;
Kopecsni, Juraj
-
2008
The aim of this paper is to propose a methodology to estimate
loss
given
default
(LGD) and apply it to a set of micro …
Persistent link: https://www.econbiz.de/10010322197
Saved in:
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