Estimating loss given default
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11230%2F09%3A00209244" target="_blank" >RIV/00216208:11230/09:00209244 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Estimating loss given default
Original language description
This article discusses the estimation of a key credit risk parameter ? loss given default (LGD) ? and calculates it for selected companies traded on the Prague stock exchange.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2009
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of the 6th International Conference on Applied Financial Economics
ISBN
978-960-466-044-5
ISSN
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e-ISSN
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Number of pages
7
Pages from-to
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Publisher name
National and Capodistrian University of Athens
Place of publication
Athens
Event location
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Event date
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Type of event by nationality
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UT code for WoS article
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