Loss functions for loss given default model comparison (Q1754331)
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scientific article; zbMATH DE number 6876708
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Loss functions for loss given default model comparison |
scientific article; zbMATH DE number 6876708 |
Statements
Loss functions for loss given default model comparison (English)
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30 May 2018
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risk management
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loss given default (LGD)
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credit risk capital requirement
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loss function
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forecasts comparison
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0.9012536
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0.86198676
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0.8578316
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0.8480408
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0.8466684
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