u 2009

Loss, Default and Loss Given Default Modeling

WITZANY, Jiří

Basic information

Original name

Loss, Default and Loss Given Default Modeling

Authors

WITZANY, Jiří

Edition

19 pp. IES Working Paper [online], č. 9, 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, korelace, výtěžnost, regulatorní kapitál

Keywords in English

credit risk, correlation, recorvery rate, regulatory capital

Tags

Changed: 2/6/2010 09:47, Mgr. Helena Hakenová