Stochastic modelling of the loss given default (LGD) for non-defaulted assets

Global Research & Analytics

Stochastic modelling of the loss given default (LGD) for non-defaulted assets

In the Basel framework of credit risk estimation, banks seek to develop precise and stable internal models to limit their capital charge.

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Article Global Research & Analytics - Stochastic modelling of the loss given default (LGD) for non-defaulted assets - 14 March 2019

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In this article : LGD Credit Risk Modelling GRA

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