Loss Given Default - Empirical observations and models

By Ivan Petrov

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.... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3639178084
• ISBN13: 9783639178081
• Release Date: July 2009
• Publisher: VDM Verlag
• Length: 80 Pages
• Weight: 0.28 lbs.
• Dimensions: 0.2" x 6.0" x 9.0"