Exploring the mismatch between credit ratings and loss-given-default: a credit risk approach
B Shi, G Chi, W Li - Economic Modelling, 2020 - Elsevier
It is commonly observed that high grade loans with better ratings are often associated with
low recoveries if they default (ie with relatively high loss-given-default (LGD)). To address …
low recoveries if they default (ie with relatively high loss-given-default (LGD)). To address …
Exploring the mismatch between credit ratings and loss-given-default: A credit risk approach
B Shi, G Chi, W Li - Economic Modelling, 2020 - ideas.repec.org
It is commonly observed that high grade loans with better ratings are often associated with
low recoveries if they default (ie with relatively high loss-given-default (LGD)). To address …
low recoveries if they default (ie with relatively high loss-given-default (LGD)). To address …
Exploring the mismatch between credit ratings and loss-given-default: A credit risk approach
B Shi, G Chi, W Li - Economic Modelling, 2020 - econpapers.repec.org
It is commonly observed that high grade loans with better ratings are often associated with
low recoveries if they default (ie with relatively high loss-given-default (LGD)). To address …
low recoveries if they default (ie with relatively high loss-given-default (LGD)). To address …