Systematic effects among loss given defaults and their implications on downturn estimation (Q1653399)
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scientific article; zbMATH DE number 6913737
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Systematic effects among loss given defaults and their implications on downturn estimation |
scientific article; zbMATH DE number 6913737 |
Statements
Systematic effects among loss given defaults and their implications on downturn estimation (English)
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3 August 2018
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risk management
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bank loans
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credit risk
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random effects
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0.7605990767478943
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0.7246647477149963
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0.704854428768158
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0.6601113677024841
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0.6515188813209534
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