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Krüger, Steffen ; Rösch, Daniel

Downturn LGD modeling using quantile regression

Krüger, Steffen and Rösch, Daniel (2017) Downturn LGD modeling using quantile regression. Journal of Banking & Finance 79, pp. 42-56.

Date of publication of this fulltext: 10 Mar 2017 12:14
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Item typeArticle
Journal or Publication TitleJournal of Banking & Finance
Publisher:ELSEVIER SCIENCE BV
Place of Publication:AMSTERDAM
Volume:79
Page Range:pp. 42-56
DateJune 2017
InstitutionsBusiness, Economics and Information Systems > Institut für Betriebswirtschaftslehre
Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Statistik und Risikomanagement (Prof. Dr. Rösch)
Research groups and research centresCenter of Finance
Identification Number
ValueType
10.1016/j.jbankfin.2017.03.001DOI
Classification
NotationType
G20Journal of Economics Literature Classification
G28Journal of Economics Literature Classification
C51Journal of Economics Literature Classification
KeywordsRECOVERY RATES; GIVEN-DEFAULT; BANK LOANS; Loss given default; Downturn; Quantile regression; Recovery; Validation
Dewey Decimal Classification300 Social sciences > 330 Economics
300 Social sciences > 330 Economics
StatusPublished
RefereedYes, this version has been refereed
Created at the University of RegensburgYes
Item ID35374

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