Results 251 to 256 of about 177,318 (256)

Loss Given Default (LGD)

2011
openaire   +1 more source

The Sensitivity of the Loss Given Default Rate to Systematic Risk: New Empirical Evidence on Bank Loans

Journal of Financial Services Research, 2008
Stefano Gatti, Francesca Querci, Caselli Stefano   +2 more
exaly  

Forecasting loss given default of bank loans with multi-stage model

International Journal of Forecasting, 2017
exaly  

Exposure at Default (EAD) and Loss Given Default (LGD)

2016
openaire   +1 more source

Stress loss given default and stress exposure at default

2007
openaire   +1 more source

Default Probability, Loss Given Default, and Credit Portfolio Models

2015
openaire   +1 more source