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Autor:
Kostecka, Zuzanna, Ślepaczuk, Robert
The scope for the accurate calculation of the Loss Given Default (LGD) parameter is comprehensive in terms of financial data. In this research, we aim to explore methods for improving the approximation of realized LGD in conditions of limited access
Externí odkaz:
http://arxiv.org/abs/2406.17308
Publikováno v:
In Electronic Commerce Research and Applications November-December 2023 62