Pitfalls in modeling loss given default of bank loans
Year of publication: |
2011
|
---|---|
Authors: | Hibbeln, Martin ; Gürtler, Marc |
Publisher: |
Braunschweig : Technische Universität Braunschweig, Institut für Finanzwirtschaft |
Subject: | Credit risk | Bank loans | Loss given default | Forecasting |
Series: | Working Paper Series ; IF35V1 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | German |
Other identifiers: | 10.2139/ssrn.1757714 [DOI] 684986302 [GVK] hdl:10419/55246 [Handle] RePEc:zbw:tbsifw:IF35V1 [RePEc] |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation |
Source: |
-
Pitfalls in modeling loss given default of bank loans
Hibbeln, Martin, (2011)
-
Improvements in loss given default forecasts for bank loans
Gürtler, Marc, (2013)
-
O Spread de Incumprimento dos Emprestimos Bancarios
Horta, Paulo, (2008)
- More ...
-
Einsatz inflationsindexierter Anleihen im Asset-Liability-Management
Feilke, Franziska, (2006)
-
Concentration risk under Pillar 2: When are credit portfolios infinitely fine grained?
Gürtler, Marc, (2006)
-
Measuring concentration risk for regulatory purposes
Gürtler, Marc, (2007)
- More ...