Modellkonsistente Bestimmung des LGD im IRB-Ansatz von Basel II
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References listed on IDEAS
- Gordy, Michael B., 2003.
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More about this item
KeywordsBasel II; Kapitalstandards; Loss Given Default; Probability of Default; Kreditrisiko; Kreditsicherheiten; Basel II; Capital Adequacy Requirements; Loss Given Default; Probability of Default; Collateral; Credit Risk;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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