Analytical solutions for expected loss and standard deviation of loss with an additional loan (Q2013294)
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scientific article; zbMATH DE number 6761419
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Analytical solutions for expected loss and standard deviation of loss with an additional loan |
scientific article; zbMATH DE number 6761419 |
Statements
Analytical solutions for expected loss and standard deviation of loss with an additional loan (English)
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17 August 2017
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expected loss (EL)
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exposure at default (ead)
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loss given default (LGD)
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probability of default (PD)
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0.81381804
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0.8116678
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0.8073036
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0.8008598
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0.78826404
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0.7869586
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0.78125423
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0.7804329
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