Loss given default

Results: 728



#Item
351Actuarial science / Loss given default / Business / Internal Ratings-Based Approach / Logarithm / Risk / Financial regulation / Ethics / Basel II

/a/trlx1/lcl/tr/proj6/mbg/projects/granularity/ijcb/final/upperbound.eps

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Source URL: www.ijcb.org

Language: English - Date: 2013-11-28 09:22:00
352Bank regulation / Basel III / Basel II / Exposure at default / Loss given default / Capital requirement / Credit Valuation Adjustment / Standardized approach / Credit default swap / Financial economics / Financial regulation / Finance

Vol. 77 Thursday, No. 169

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Source URL: www.occ.treas.gov

Language: English - Date: 2014-10-19 09:38:43
353Financial risk / United States housing bubble / Basel II / Actuarial science / Mathematical finance / Credit risk / Loss given default / Credit default swap / Probability of default / Financial economics / Finance / Economics

Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model

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Source URL: www.ijcb.org

Language: English - Date: 2008-05-07 04:47:18
354Credit / Debt / Financial regulation / Loss given default / Bonds / Credit risk / Financial risk / Default / Subordinated debt / Financial economics / Finance / Economics

A False Sense of Security

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Source URL: chicagofed.org

Language: English - Date: 2009-10-15 14:49:10
355Credit / Financial regulation / Loss given default / Bonds / Credit rating agency / Bond credit rating / Default / Bond / Credit risk / Financial economics / Economics / Finance

P  Depressing Recoveries Jon Frye Emerging Issues Series

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Source URL: chicagofed.org

Language: English - Date: 2009-10-15 15:55:07
356Financial regulation / Loss given default / Hydrocarbon exploration

SUMMER[removed]COGCC-LGD Newsletter August 9, 2013 Inside This Issue 1 Message from the LGLs

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Source URL: cogcc.state.co.us

Language: English - Date: 2013-08-09 16:28:00
357Financial risk / Debt / Basel II / Financial regulation / Loss given default / Mathematical finance / Credit risk / Default / Interest / Financial economics / Finance / Economics

Microsoft Word - Frye Loss Given Default and Economic Capital.doc

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Source URL: chicagofed.org

Language: English - Date: 2009-10-15 14:49:09
358Financial economics / Loss given default / Advanced IRB / Foundation IRB / Probability of default / Credit risk / Exposure at default / Financial risk / Capital requirement / Financial regulation / Basel II / Finance

P  Weighting for Risk Jon Frye Emerging Issues Series

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Source URL: chicagofed.org

Language: English - Date: 2009-10-29 15:35:17
359Hydraulic fracturing / Technology / Business / Financial regulation / Loss given default / Email

S P R I NG[removed]COGCC-LGD Newsletter April 29, 2013 Inside This Issue

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Source URL: cogcc.state.co.us

Language: English - Date: 2013-04-29 15:34:06
360Finance / Debt / Bankruptcy / Corporate finance / Seniority / Secured loan / Loss given default / Bond / Loan / Financial economics / Economics / Fixed income securities

Microsoft Word - OCCDMRM_n464956_v7_Recovery_QiZhao.doc

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Source URL: occ.gov

Language: English - Date: 2014-10-19 09:38:21
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