Can I read Estimating Loss Given Default in Finance on EtoBox?

Estimating Loss Given Default in Finance by Nicolás Leonardo Adriazola Román is a document available to read on EtoBox.

What is Estimating Loss Given Default in Finance about?

The article estimates the loss given default (LGD) for selected companies on the Prague Stock Exchange using a Mertonian structural approach. It highlights the significance of accurately estimating LGD in light of global financial risks and the New Basel Capital Accord. The findings indicate that the average LGD calculated represents a lower estimate for the entire corporate sector, with detailed results provided for the years 2000-2008.

Author

Nicolás Leonardo Adriazola Román

Language

EN