Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Miloš Vujnović"'
Publikováno v:
Istrazivanja i projektovanja za privredu. 14:465-476
This paper presents an contemporary approach for development and validation of Loss given default (LGD) in accordance with the Basel Accords standards. The modeling data set has been based on data on recoveries of outstanding debts from corporate ent
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6a780792d088151e2f933544273c0139
https://doi.org/10.5937/jaes14-11752
https://doi.org/10.5937/jaes14-11752
Publikováno v:
Industrija, Vol 44, Iss 4, Pp 87-118 (2016)
In this paper a quantitative PD model development has been excercised according to the Basel Capital Accord standards. The modeling dataset is based on the financial statements information from the Republic of Serbia. The goal of the paper is to deve
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e61a7d94aefdf08df7080278b5dad168
http://scindeks-clanci.ceon.rs/data/pdf/0350-0373/2016/0350-03731604087V.pdf
http://scindeks-clanci.ceon.rs/data/pdf/0350-0373/2016/0350-03731604087V.pdf