A prudent loss given default estimation for mortgages
Bogie Ozdemir
| Year of publication: |
December 2016
|
|---|---|
| Authors: | Ozdemir, Bogie |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 10.2016, 4, p. 39-54
|
| Subject: | through-the-cycle (TTC) LGD | forward-looking point-in-time (PIT) LGDs | Hypothek | Mortgage | Kreditrisiko | Credit risk | Messung | Measurement | Konjunktur | Business cycle | Immobilienpreis | Real estate price | IFRS | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JRMV.2016.161 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011587711