Advancing Loss Given Default Prediction Models: How the Quiet Have Quickened
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- Jiří Witzany & Michal Rychnovský & Pavel Charamza, 2012. "Survival Analysis in LGD Modeling," European Financial and Accounting Journal, University of Economics, Prague, vol. 2012(1), pages 6-27.
- repec:eee:empfin:v:47:y:2018:i:c:p:246-262 is not listed on IDEAS
- repec:wsi:ijtafx:v:20:y:2017:i:04:n:s0219024917500236 is not listed on IDEAS
- Jiří Witzany, 2009. "Unexpected Recovery Risk and LGD Discount Rate Determination," European Financial and Accounting Journal, University of Economics, Prague, vol. 2009(1), pages 61-84.
- Dannenberg, Henry, 2006. "Die Verlustverteilung des unternehmerischen Forderungsausfallrisikos – Eine simulationsbasierte Modellierung," IWH Discussion Papers 10/2006, Halle Institute for Economic Research (IWH).
- Stefan Hlawatsch, 2009. "A Framework for LGD Validation of Retail Portfolios," FEMM Working Papers 09025, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
- repec:eco:journ1:2017-03-99 is not listed on IDEAS
- Curti, Filippo & Migueis, Marco, 2016. "Predicting Operational Loss Exposure Using Past Losses," Finance and Economics Discussion Series 2016-2, Board of Governors of the Federal Reserve System (US), revised 12 Oct 2016.
- repec:ris:apltrx:0329 is not listed on IDEAS
- Yashkir, Olga & Yashkir, Yuriy, 2013. "Loss Given Default Modelling: Comparative Analysis," MPRA Paper 46147, University Library of Munich, Germany.
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