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pro vyhledávání: '"Stevan Maglic"'
Publikováno v:
Quantitative Finance and Economics, Vol 2, Iss 3, Pp 554-589 (2018)
The purpose of this paper is to focus on the losses of two very big banks, Citigroup (Citi) and Wells Fargo & Company (Wells Fargo), and two very small banks, First Busey Corporation (Busey) and Capital City Bank Group (Capital), over the period 1991
Externí odkaz:
https://doaj.org/article/d174630799d9498c867f9c99fd86aba0
Publikováno v:
Quantitative Finance and Economics, Vol 2, Iss 3, Pp 554-589 (2018)
The purpose of this paper is to focus on the losses of two very big banks, Citigroup (Citi) and Wells Fargo & Company (Wells Fargo), and two very small banks, First Busey Corporation (Busey) and Capital City Bank Group (Capital), over the period 1991
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f2ea0bf6ebafbff94eced56cc5ac5127
https://doi.org/10.3934/qfe.2018.3.554
https://doi.org/10.3934/qfe.2018.3.554
Autor:
Nenad Marinovich, Stevan Maglic
Publisher Summary This chapter outlines a methodology of determining the expected loss given default and the implied transaction credit ratings of loans to obligors that post assets as collateral. Specifically, a quantitative model is outlined that t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7775dd4d8fd4ae8b775318c6885d9dde
https://doi.org/10.1016/b978-012088438-4.50012-5
https://doi.org/10.1016/b978-012088438-4.50012-5
