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Description
  • This paper focuses on the key credit risk parameter – Loss Given Default (LGD). We describe its general properties and determinants with respect to seniority of debt, characteristics of debtors and macroeconomic conditions.
  • This paper focuses on the key credit risk parameter – Loss Given Default (LGD). We describe its general properties and determinants with respect to seniority of debt, characteristics of debtors and macroeconomic conditions. (en)
Title
  • Implied market Loss Given Default in the Czech Republic: structural-model approach
  • Implied market Loss Given Default in the Czech Republic: structural-model approach (en)
skos:prefLabel
  • Implied market Loss Given Default in the Czech Republic: structural-model approach
  • Implied market Loss Given Default in the Czech Republic: structural-model approach (en)
skos:notation
  • RIV/00216208:11230/09:00209240!RIV10-MSM-11230___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • Z(MSM0021620841)
http://linked.open...iv/cisloPeriodika
  • 1
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 318760
http://linked.open...ai/riv/idVysledku
  • RIV/00216208:11230/09:00209240
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Implied; market; Given; Default; Czech; Republic; structural-model; approach (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • CZ - Česká republika
http://linked.open...ontrolniKodProRIV
  • [841704C6F499]
http://linked.open...i/riv/nazevZdroje
  • Finance a úvěr
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 59
http://linked.open...iv/tvurceVysledku
  • Jakubík, Petr
  • Seidler, Jakub
http://linked.open...n/vavai/riv/zamer
issn
  • 0015-1920
number of pages
http://localhost/t...ganizacniJednotka
  • 11230
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