The impact of PD-LGD correlation on expected loss and economic capital
Year of publication: |
2017
|
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Authors: | Van Vuuren, Gary ; De Jongh, Riaan ; Verster, Tanja |
Published in: |
International business and economics research journal. - Littleton, Colo., ISSN 1535-0754, ZDB-ID 2143670-8. - Vol. 16.2017, 3, p. 157-170
|
Subject: | Probability Of Default | Loss Given Default | Correlation | Economic Capital | Expected Loss | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Korrelation | Verlust | Loss | Erwartungsbildung | Expectation formation | Insolvenz | Insolvency |
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