Default recovery rates and LGD in credit risk modeling and practice : an updated review of the literature and empirical evidence
Year of publication: |
2008
|
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Authors: | Altman, Edward I. |
Published in: |
Advances in credit risk modelling and corporate bankruptcy prediction. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 978-0-521-86928-7. - 2008, p. 175-206
|
Subject: | Kreditrisiko | Credit risk | Kreditgeschäft | Bank lending |
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