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Search: subject:"Loss given default rate"
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Bank loans
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Loss given default rate
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New Basel Capital Accord
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Systematic risk
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Caselli, Stefano
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Gatti, Stefano
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Querci, Francesca
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Journal of Financial Services Research
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The Sensitivity of the
Loss
Given
Default
Rate
to Systematic Risk: New Empirical Evidence on Bank Loans
Caselli, Stefano
;
Gatti, Stefano
;
Querci, Francesca
- In:
Journal of Financial Services Research
34
(
2008
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10005716015
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