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Loss given default : estimating by the conditional minimum value

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Predicting loss given default of unsecured consumer loans with time-varying survival scores

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Non-Performing loans for Italian companies : when time matters. an empirical research on estimating probability to default and loss given default

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Within bank activities, which is normally defined as the joint exercise of savings collection and credit supply, risk-taking is natural, as in many human activities. Among risks related to credit intermediation, credit risk assumes particular importance. It is most simply defined as the...

Persistent link: https://www.econbiz.de/10012321142