Article Results (Showing 1 - 2 of 2) RSS Alert
-
A general methodology for modeling loss given default
Here's an LGD "how to"--a step-by-step methodology for developing a reliable econometric model for Basel-compliant loss given default. Each...
RMA Journal, The, 05/01/04 by Nadeem A. Siddiqi · More from publication -
Estimating probability of default via external data sources: a step toward Basel II
External data will likely be necessary for most banks to achieve the foundation or advanced IRB approach. Although the decision to use the data may...
RMA Journal, The, 12/01/02 by Nadeem A. Siddiqi · More from publication


