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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

  • DOI - Digital Object Identifier

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

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    AH - Economics

  • OECD FORD branch

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

  • e-ISSN

  • Number of pages

    10

  • Pages from-to

  • 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