Unexpected Recovery Risk and LGD Discount Rate Determination
Year of publication: |
2009
|
---|---|
Authors: | Witzany, Jiří |
Published in: |
European Financial and Accounting Journal. - Vysoká Škola Ekonomická v Praze, ISSN 1802-2197. - Vol. 2009.2009, 1, p. 61-84
|
Publisher: |
Vysoká Škola Ekonomická v Praze |
Subject: | Credit risk | Recovery rate | Loss given default | Regulatory capital | Discount rate |
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