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Search: subject:"LGD Distributions"
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Heterogeneities among credit risk parameter distributions : the modality defines the best estimation method
Gürtler, Marc
;
Zöllner, Marvin
- In:
OR spectrum : quantitative approaches in management
45
(
2023
)
1
,
pp. 251-287
Persistent link: https://www.econbiz.de/10014226388
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Heterogeneities among credit risk parameter distributions: the modality defines the best estimation method
Gürtler, Marc
;
Zöllner, Marvin
- In:
OR Spectrum
45
(
2022
)
1
,
pp. 251-287
. Specifically, we use cluster analysis to identify heterogeneities among the
LGD
distributions
of loan portfolios of 16 European …
Persistent link: https://www.econbiz.de/10015272811
Saved in:
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