Bag, Pinaki - Volkswirtschaftliche Fakultät, … - 2010
In-spite of large volume of Contingent Credit Lines (CCL) in all commercial banks paucity of Exposure at Default (EAD … risk managers as well as regulators for managing CCL portfolios. Current paper is an attempt to build an easy to implement …, pragmatic and parsimonious yet accurate model to determine exposure distribution of a CCL portfolio. Each of the credit line in …