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Loss Given Default - Empirical Observations and Models (Paperback) Loot Price: R1,065
Discovery Miles 10 650
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Loss Given Default - Empirical Observations and Models (Paperback): Ivan Petrov

Loss Given Default - Empirical Observations and Models (Paperback)

Ivan Petrov

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Loot Price R1,065 Discovery Miles 10 650 | Repayment Terms: R99 pm x 12*

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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.

General

Imprint: VDM Verlag
Country of origin: Germany
Release date: July 2009
First published: July 2009
Authors: Ivan Petrov
Dimensions: 229 x 152 x 5mm (L x W x T)
Format: Paperback - Trade
Pages: 80
ISBN-13: 978-3-639-17808-1
Categories: Books > Business & Economics > Economics
Books > Business & Economics > Business & management
Books > Business & Economics > Economics > General
Books > Business & Economics > Business & management > General
Books > Business & Economics > Promotions
LSN: 3-639-17808-4
Barcode: 9783639178081

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