2009
Unexpected Recovery Risk and LGD Discount Rate Determination
WITZANY, JiříBasic information
Original name
Unexpected Recovery Risk and LGD Discount Rate Determination
Authors
WITZANY, Jiří
Edition
European Financial and Accounting Journal, 2009, 1802-2197
Other information
Language
English
Type of outcome
Article in a journal
Field of Study
50200 5.2 Economics and Business
Country of publisher
Czech Republic
Confidentiality degree
is not subject to a state or trade secret
Keywords (in Czech)
kreditní riziko, míra výtěžnosti, ztráta v případě selhání, diskontní sazba, regulatorní kapitál
Keywords in English
credit risk, recovery rate, loss given default, discount rate, regulatory capital
Changed: 27/5/2010 14:36, Mgr. Helena Hakenová