| عنوان فارسی مقاله: | ریسک اعتباری و مدلسازی LGD |
| عنوان انگلیسی مقاله: | Credit Risk and LGD Modelling |
چکیده
1.مقدمه
2. تعریف و خصوصیات پایه LGD
3. مدل سازی LGD
4. مدلهای صورت کاهش یافته
5. رویکرد صورت کاهش یافته به قیمت گذاری CDS
6. نتیجه گیری
کلمات کلیدی:
Credit Risk and LGD Modelling (PDF Download Available) https://www.researchgate.net/publication/282555062_Credit_Risk_and_LGD_Modelling Official Full-Text Publication: Credit Risk and LGD Modelling on ResearchGate, the professional network for scientists. [PDF]Development of a LGD model Basel2 compliant - Sciencesconf.org https://gdrenice2015.sciencesconf.org/57565/document Keywords: Loss Given Default, Rating Model, Basel2, Credit Risk Modeling, ... LGD model starting from a workout approach, applying a unique statistical ... [PDF]What Do We Know About Loss Given Default? - Wharton Financial ... fic.wharton.upenn.edu/fic/papers/04/0401.pdf by T Schuermann - Cited by 368 - Related articles their credit risk capital requirements using an internal ratings based (IRB) approach, subject to supervisory review. One of the modeling components is loss ... [PDF]Modelling Bank Loan LGD of Corporate and SME Segments A ... - IES ies.fsv.cuni.cz/default/file/download/id/9308 Keywords: credit risk, bank loan, loss given default, LGD, recovery rate, ... statistical modelling techniques in order to estimate determinants of the LGD — (1). E-Learning: Advanced Credit Risk Modeling | SAS www.sas.com/el_gr/offers/2014/Advanced-Credit-Risk-Modeling-for.../outline.html Regulatory versus Economic capital; Basel I, Basel II, and Basel III regulations; standard approach versus IRB approaches for credit risk; PD versus LGD versus ... [DOC]loss given default modelling for mortgage loans - Edinburgh Research ... www.research.ed.ac.uk/.../_9_Leow_Mues_2012_IJF_AFV_2_stage_lgd_paper.doc Performance-wise, this two-stage LGD model is shown to do better than a ... Finance, Credit risk modelling, Mortgage loans, Loss Given Default (LGD), Basel II. Searches related to Credit Risk and LGD Modelling ead model pd lgd ead pd model lgd model development loss given default and probability of default difference between lgd and ead loss given default recovery rate what does fedwire refer to