The Sensitivity of the Loss Given Default Rate to Systematic Risk: New Empirical Evidence on Bank Loans
| Year of publication: |
2008
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|---|---|
| Authors: | Caselli, Stefano ; Gatti, Stefano ; Querci, Francesca |
| Published in: |
Journal of Financial Services Research. - Springer, ISSN 0920-8550. - Vol. 34.2008, 1, p. 1-34
|
| Publisher: |
Springer |
| Subject: | Loss given default rate | Bank loans | Systematic risk | New Basel Capital Accord |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005716015