A Two Factor for PD and LGD Correlation
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31110%2F10%3A00034375" target="_blank" >RIV/61384399:31110/10:00034375 - 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
A Two Factor for PD and LGD Correlation
Original language description
Main topics of the document: credit risk; recovery rate; loss given default; correlation regulatory capital
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
<a href="/en/project/GA402%2F09%2F0732" target="_blank" >GA402/09/0732: Market Risk and Financial Derivatives</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
7th International Conference on Applied Financial Economics
ISBN
978-960-466-061-2
ISSN
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e-ISSN
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Number of pages
10
Pages from-to
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Publisher name
National and Kapodistrian University of Athens
Place of publication
Athens
Event location
Samos Island
Event date
Jun 1, 2010
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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