Showing 1 - 8 of 8
Persistent link: https://www.econbiz.de/10002798501
Persistent link: https://www.econbiz.de/10002798540
Persistent link: https://www.econbiz.de/10002798693
Persistent link: https://www.econbiz.de/10002798719
Persistent link: https://www.econbiz.de/10002798744
Persistent link: https://www.econbiz.de/10002798833
In order to comply with the Advanced Internal Rating-Based (IRB) approach of Basel II, financial institutions need to estimate the economic loss given default (LGD) of their instruments in order to compute the minimum regulatory capital requirement under Pillar I of the accord. One of the key...
Persistent link: https://www.econbiz.de/10012731709
Persistent link: https://www.econbiz.de/10013541087