Analytical solutions for expected loss and standard deviation of loss with an additional loan (Q2013294)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Analytical solutions for expected loss and standard deviation of loss with an additional loan |
scientific article; zbMATH DE number 6761419
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical solutions for expected loss and standard deviation of loss with an additional loan |
scientific article; zbMATH DE number 6761419 |
Statements
Analytical solutions for expected loss and standard deviation of loss with an additional loan (English)
0 references
17 August 2017
0 references
expected loss (EL)
0 references
exposure at default (ead)
0 references
loss given default (LGD)
0 references
probability of default (PD)
0 references
0.81381804
0 references
0.8116678
0 references
0.8073036
0 references
0.8008598
0 references
0.78826404
0 references
0.7869586
0 references
0.7804329
0 references
