Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/230539
Editors: 
Vrins, Frédéric
Year of Publication: 
2020
Abstract: 
Credit risk remains one of the major risks faced by most financial and credit institutions. It is deeply connected to the real economy due to the systemic nature of some banks, but also because well-managed lending facilities are key for wealth creation and technological innovation. This book is a collection of innovative papers in the field of credit risk management. Besides the probability of default (PD), the major driver of credit risk is the loss given default (LGD). In spite of its central importance, LGD modeling remains largely unexplored in the academic literature. This book proposes three contributions in the field.
Persistent Identifier of the first edition: 
ISBN: 
978-3-03928-761-1
Creative Commons License: 
https://creativecommons.org/licenses/by/4.0/
Document Type: 
Book
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