Loss, Default and Loss Given Default Modeling

WITZANY, Jiří

19 pp. IES Working Paper [online], č. 9, 2009

English

Special-purpose publication

50200 5.2 Economics and Business

is not subject to a state or trade secret

No

kreditní riziko, korelace, výtěžnost, regulatorní kapitál

credit risk, correlation, recorvery rate, regulatory capital

AR 2008/2009, vědecká řada