Modelling loss given default: a "point in time" approach
Year of publication: |
2006
|
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Authors: | Hamerle, Alfred ; Knapp, Michael ; Wildenauer, Nicole |
Published in: |
The Basel II risk parameters : estimation, validation, and stress testing : with 58 tables. - Berlin : Springer, ISBN 3-540-33085-2. - 2006, p. 127-142
|
Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Verlust | Loss |
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