Recovery Risk
The Next Challenge In Credit Risk Management
Editor: EdwardAltman
Risk Books (United Kingdom), 2005
Hardback, 364 pages
Size: 235x155 mm
ISBN: 9781904339502
ISBN-10: 1904339506
List price: £99.00
You save: 10%
Recovery Risk
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.

