In this ground-breaking new title, Risk Books unite three prominent editors to provide a much-needed reference text on loss given default (LGD) measurement and management and the requirements of the Basel II Capital Accord. The measurement of LGD – the share of an exposure that is actually lost when...
Edward I. Altman, Andrea Resti, Andrea Sironi
Paperback
364
Risk Books
1904339506
9781904339502
1
Michael And Andrea Scully Altman
Paperback
Altman Fine Arts
2