Recovery Risk PDF ePub eBook

Books Info:

Recovery Risk free pdf Provides a reference to loss given default (LGD) measurement and management, and the requirements of the Base II Capital Accord. Some of the topics covered in this book include: using multivariate models for the estimation of LGD- exploring the links between LGD and default risk- and, providing a Basel II compliant framework for LGD estimation.

About Edward Altman

Edward I. Altman is the Max L. Heine professor of finance at the Stern School of Business, New York University, and director of the credit and fixed income research program at the NYU Salomon Center. Edward has an international reputation as an expert on corporate bankruptcy, high yield bonds, distressed debt and credit risk analysis. He was named Laureate 1984 by the Hautes Etudes Commerciales Foundation in Paris for his accumulated works on corporate distress prediction models and procedures for firm financial rehabilitation, and awarded the Graham

Details Book

Author : Edward Altman
Publisher : Risk Books
Data Published : 01 July 2005
ISBN : 1904339506
EAN : 9781904339502
Format Book : PDF, Epub, DOCx, TXT
Number of Pages : 364 pages
Age + : 15 years
Language : English
Rating :

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  • Recovery Risk free pdfRecovery Risk

    Free Ebooks. Provides a reference to loss given default (LGD) measurement and management, and the requirements of the Base II Capital Accord. Some of the topics covered in this book include: using mul