Incorporating Collateral Value Uncertainty in Loss Given Default Estimates and Loan-to-value Ratios-Reference-Cited by-同舟云学术

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Incorporating Collateral Value Uncertainty in Loss Given Default Estimates and Loan-to-value Ratios

Published:2003-09 Issue:3 Volume:9 Page:299-314
ISSN:1354-7798
Container-title:European Financial Management
language:en
Short-container-title:Eur Financial Management

Author:

Jokivuolle Esa,Peura Samu

Publisher

Wiley

Subject

General Economics, Econometrics and Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/1468-036X.00222/fullpdf

Reference15 articles.

1. The Pricing of Options and Corporate Liabilities

2. Credit Suisse Financial Products, CreditRisk+A Credit Risk Management Framework 1997 .

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