Loss Given Default (LGD) is one of the most important parameters within Internal Risk Based approach (IRB) in the New Basel Capital Accord.
违约损失率(LGD)是巴塞尔新资本协议中ir B法中最重要的参数。
Consider the relativity between Loss Given Default and Probability of Default. (5) Study on the collocation of economic capital of our country's commercial Banks combining with RAROC.
考虑违约损失率与违约概率的相关性。(5)与RAROC结合研究我国商业银行的经济资本配置方法。
Consider the relativity between Loss Given Default and Probability of Default. (5) Study on the collocation of economic capital of our country's commercial Banks combining with RAROC.
考虑违约损失率与违约概率的相关性。(5)与RAROC结合研究我国商业银行的经济资本配置方法。
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