Recovery Risk : the Next Challenge in Credit Risk Management
March 9, 2010 by Project Manager
Filed under Risk Management
The research report “Recovery Risk : The Next Challenge in Credit Risk Management ” provides the…..
In this ground-breaking new title, Risk Books brings together three prominent editors to provide a timely reference text on loss given default (LGD) measurement and management and the requirements of the Basel II Capital Accord.
Summary
The measurement of LGD – the share of an exposure that is actually lost when a borrower defaults – is a critical area of the science of credit analysis. Topics covered include:
• Using multivariate models for the estimation of LGD
• Exploring the links between LGD and default risk
• Providing a Basel II compliant framework for LGD estimation
• Helping you to transform research results into operational tools for setting up Basel II compliant rating systems
• Full accounts of the latest developments in the field of LGD analysis
• Includes a full summary of results of academic research in LGD measurement over the past 10 years, including the latest research findings from the main empirical and theoretical academics.
For more information kindly visit: http://www.bharatbook.com/detail.asp?id=7195
Bharatbook, the leading information aggregator. We facilitate and support the business information needs. With over 90,000 reports, you can get instant access and insights on the studies in you for market research, corporate / strategic planning by providing the latest information in the form of reports, journals, magazines and databases on varied industries like automotive, oil and gas, shipping, textiles, pharmaceuticals, energy, banking, finance, insurance, risk management, country intelligence, consumer & durable goods, chemical and more your areas of interest. Contact us at +91 22 27578668 / 27579438 or email info@bharatbook.com or our website www.bharatbook.com
