Incorporating Collateral Value Uncertainty in Loss Given...

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

Esa Jokivuolle, Samu Peura
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Volume:
9
Year:
2003
Language:
english
Pages:
16
DOI:
10.1111/1468-036x.00222
File:
PDF, 247 KB
english, 2003
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