Estimating Loss Given Default—Experiences from Banking Practice

C Peter - The Basel II Risk Parameters: Estimation, Validation … - Springer
Modern credit risk measurement and management systems depend to a great extend on
three key risk parameters: probability of default (PD), exposure at default (EAD), and loss …
被引用次数：42 相关文章

VIII. Estimating Loss Given Default–Experiences from Banking Practice

C Peter, KW Bankengruppe - Springer
Modern credit risk measurement and management systems depend to a great extend on
three key risk parameters: probability of default (PD), exposure at default (EAD), and loss …

[引用][C] Estimating Loss Given Default—Experiences from Banking Practice

C Peter - Springer Books, 2006 - ideas.repec.org
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[引用][C] Estimating Loss Given Default—Experiences from Banking Practice

C Peter - 2006 - econpapers.repec.org
EconPapers: Estimating Loss Given Default — Experiences from Banking Practice EconPapers
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[引用][C] Estimating Loss Given Default—Experiences from Banking Practice

C Peter - The Basel II Risk Parameters, 2006 - Springer