Loss given default
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- 1 Introduction
- Using Loss Data to Quantify Operational Risk
- Credit Risk Modeling of Middle Markets
- Loss Given Default -.: Scientific Press International Limited
- Econometric Approach for Basel III Loss Given Default Estimation: from Discount Rate to Final Multivariate Model
- Loss Given Default for Commercial Loans at Failed Banks
- Point-In-Time (PIT) LGD and EAD Models for IFRS9/CECL and Stress Testing
- Regulatory Use of System-Wide Estimations of PD, LGD and EAD
- Loss Given Default for Commercial Loans at Failed Banks
- Estimation of Loss Given Default for Low Default Portfolios
- The Internal Ratings-Based Approach
- Loss Given Default and Economic Capital
- Estimation of Loss Given Default for Low Default Portfolios
- A New Approach for Managing Operational Risk
- Estimating Loss Given Default from CDS Under Weak Identification
- Credit Risk Measurement: Avoiding Unintended Results
- Probability of Default Ratings and Loss Given Default Assessments for Non-Financial Speculative-Grade Corporate Obligors in the United States and Canada
- Regulatory Compliance (Basel