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

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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.

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Edward Altman
Credit & credit institutions
Finance
Finance & accounting
Economics, finance, business and industry
Risk Books

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