Estimating Loss Given Default — Experiences from Banking Practice

Christian Peter
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Christian Peter: Department of KfW Bankengruppe

Chapter VIII. in The Basel II Risk Parameters, 2006, pp 143-175 from Springer

Keywords: Cash Flow; Credit Risk; International Financial Reporting Standard; Default Probability; International Account Standard Board (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/3-540-33087-9_8

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