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A prudent loss given default estimation for mortgages. II
Ozdemir, Bogie; Huang, Emma - In: The journal of risk model validation 15 (2021) 4, pp. 1-27
Persistent link: https://www.econbiz.de/10013173359
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Insights into credit loss rates : a global database
Ong, Li Lian; Schmieder, Christian; Wei, Min - 2023
Persistent link: https://www.econbiz.de/10014284871
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Analytical solutions for expected loss and standard deviation of loss with an additional loan
Yamashita, Satoshi; Yoshiba, Toshinao - In: Asia-Pacific financial markets 22 (2015) 2, pp. 113-132
Persistent link: https://www.econbiz.de/10011377519
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Benchmarking loss given default discount rates
Scheule, Harald; Jortzik, Stephan - In: The journal of risk model validation 14 (2020) 3, pp. 53-96
Persistent link: https://www.econbiz.de/10014336010
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The time dimension of the links between loss given default and the macroeconomy
Konečný, Tomáš; Seidler, Jakub; Belayeva, Aelita; … - In: Finance a úvěr 67 (2017) 6, pp. 462-491
Persistent link: https://www.econbiz.de/10011774592
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The time dimension of the links between loss given default and the macroeconomy
Koneèný, Tomáš; Seidler, Jakub; Belyaeva, Aelita; … - 2017
Most studies focusing on the determinants of loss given default (LGD) have largely ignored possible lagged effects of …
Persistent link: https://www.econbiz.de/10011636239
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Benchmarking the loss given default parameter for mortgage loan portfolios under stress
Greve, Christian; Hahnenstein, Lutz - In: The journal of credit risk : published quarterly by … 12 (2016) 4, pp. 79-107
Persistent link: https://www.econbiz.de/10011645440
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Improvements in loss given default forecasts for bank loans
Gürtler, Marc; Hibbeln, Martin - In: Journal of banking & finance 37 (2013) 7, pp. 2354-2366
Persistent link: https://www.econbiz.de/10009760650
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Loss given default, loan seasoning and financial fragility : evidence from commercial real estate loans at failed banks
Ross, Emily Johnston; Shibut, Lynn - In: The journal of real estate finance and economics 63 (2021) 4, pp. 630-661
Persistent link: https://www.econbiz.de/10012653299
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Forecasting loss given default for peer-to-peer loans via heterogeneous stacking ensemble approach
Xia, Yufei; Zhao, Junhao; He, Lingyun; Li, Yinguo; … - In: International journal of forecasting 37 (2021) 4, pp. 1590-1613
Persistent link: https://www.econbiz.de/10013274339