Recovery Risk: The Next Challenge in Credit Risk Management

Altman, Edward I., Resti, Andrea, Sironi, Andrea

ISBN 10: 1904339506 / ISBN 13: 9781904339502

Verlag: Bloomberg Press, 2005

Beschreibung

Acceptable. Bestandsnummer des Verkäufers D8S0-3-M-1904339506-6

Bibliografische Details

Titel: Recovery Risk: The Next Challenge in Credit ...

Verlag: Bloomberg Press

Erscheinungsdatum: 2005

Einband: Paperback

Zustand: Acceptable

Art des Buches: book

Über diesen Titel

Reseña del editor:

Provides a reference to loss given default (LGD) measurement and management, and the requirements of the Base II Capital Accord. Some of the topics covered in this book include: using multivariate models for the estimation of LGD; exploring the links between LGD and default risk; and, providing a Basel II compliant framework for LGD estimation.