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Loss Given Default - Empirical observations and models

Name: Loss Given Default - Empirical observations and models
Brand: VDM Verlag
SKU: 06826067
Price: 51.36 EUR
Availability: InStock
Author: Ivan Petrov
ISBN: 9783639178081

Ivan Petrov

Language

English

Book Paperback

Libristo code: 06826067

Publishers VDM Verlag, July 2009

In times of implementation of Basel II Approach and§financial crisis, the importance of Loss Given§D... Full description

Libristo code: 06826067

125 b

51.36 €

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In times of implementation of Basel II Approach and§financial crisis, the importance of Loss Given§Default (LGD), as a measure of expected losses by default§of banks, companies, corporations, etc. will increase§rapidly. The understanding of central statistical§characteristics of LGD will help the Banks, Hedge§Funds and other Lending Parties to forecast and§measure the potential losses, if a company goes§bankrupt. For its prediction should be created new§accurate mathematical and risk management models and§therefore the involving parties should have more§empirical observations from the past and study the§existing models in that area.

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About the book

Full name Loss Given Default - Empirical observations and models

Author Ivan Petrov

Language

English

Binding Book - Paperback

Date of issue 2009

Number of pages 80

EAN 9783639178081

ISBN 3639178084

Libristo code 06826067

Publishers VDM Verlag

Weight 127

Dimensions 152 x 229 x 5

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