Price of Risk : Recent Evidence From Large Financials

Recent Evidence From Large Financials

Price of Risk : Recent Evidence From Large Financials
Probability of default (PD) measures have been widely used in estimating potential losses of, and contagion among, large financial institutions. In a period of financial stress however, the existing methods to compute PDs and generate loss estimates that may vary significantly. This paper discusses three issues that should be taken into account... READ MORE...

Publication date: August 2010
ISBN 9781455202249
$18.00

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