VDM Verlag
Loss Given Default - Empirical observations and models
Product Code:
9783639178081
ISBN13:
9783639178081
Condition:
New
$53.25
Loss Given Default - Empirical observations and models
$53.25
In times of implementation of Basel II Approach and financial crisis, the importance of Loss Given Default (LGD), as a measure of expected losses by default of banks, companies, corporations, etc. will increase rapidly. The understanding of central statistical characteristics of LGD will help the Banks, Hedge Funds and other Lending Parties to forecast and measure the potential losses, if a company goes bankrupt. For its prediction should be created new accurate mathematical and risk management models and therefore the involving parties should have more empirical observations from the past and study the existing models in that area.
| Author: Ivan Petrov |
| Publisher: VDM Verlag |
| Publication Date: Jul 08, 2009 |
| Number of Pages: 80 pages |
| Binding: Paperback or Softback |
| ISBN-10: 3639178084 |
| ISBN-13: 9783639178081 |
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