Downturn LGD, best estimate of expected loss, and potential LGD under Basel II : Korean experience
Myung-Jig Kim
| Year of publication: |
2006
|
|---|---|
| Authors: | Kim, Myung-jig |
| Published in: |
Journal of economic research. - Seoul, ISSN 1226-4261, ZDB-ID 1409101x. - Vol. 11.2006, 2, p. 203-223
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | LGD = Loss Given Default |
| Source: |
Persistent link: https://www.econbiz.de/10009929693