• Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Loss Given Default - Empirical observations and models

Loss Given Default - Empirical observations and models

Paperback

Business General

ISBN10: 3639178084
ISBN13: 9783639178081
Publisher: Blues Kids Of Amer
Published: Jul 8 2009
Pages: 80
Weight: 0.28
Height: 0.19 Width: 6.00 Depth: 9.00
Language: English
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.

Also in

Business General