u 2009

Estimating LGD Correlation

WITZANY, Jiří

Basic information

Original name

Estimating LGD Correlation

Authors

WITZANY, Jiří

Edition

15 pp. IES Working Paper [online], č. 21, 2009

Other information

Language

English

Type of outcome

Special-purpose publication

Field of Study

50200 5.2 Economics and Business

Confidentiality degree

is not subject to a state or trade secret

References:

Keywords (in Czech)

kreditní riziko, výtěžnost, korelace, regulatorní kapitál

Keywords in English

credit risk, recovery rate, correlation, regulatory capital

Tags

Changed: 27/5/2010 14:53, Mgr. Helena Hakenová