Downturn LGD modeling using quantile regression
Steffen Krüger, Daniel Rösch
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Krüger, Steffen ; Rösch, Daniel |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 79.2017, p. 42-56
|
| Subject: | Loss given default | Downturn | Quantile regression | Recovery | Validation | Regressionsanalyse | Regression analysis | Kreditrisiko | Credit risk | Theorie | Theory | Konjunktur | Business cycle | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2017.03.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011815136