Search Results - "Lopes, Samuel Da-Rocha"

A simulation study on the impact of correlation between LGD and EAD on loss calculation when different LGD definitions are considered.

Authors: Lopes, Samuel Da-Rocha Nunes, Tiago

Source: Journal of Banking Regulation. Mar2010, Vol. 11 Issue 2, p156-167. 12p. 1 Diagram, 2 Charts, 11 Graphs.

The Role of Financial, Macroeconomic, and Non-financial Information in Bank Loan Default Timing Prediction.

Authors: Bhimani, Alnoor Gulamhussen, Mohamed Azzim Lopes, Samuel da Rocha

Source: European Accounting Review. Dec2013, Vol. 22 Issue 4, p739-763. 25p.

Accounting and non-accounting determinants of default: An analysis of privately-held firms

Authors: Bhimani, Alnoor Gulamhussen, Mohamed Azzim Lopes, Samuel Da-Rocha

Source: Journal of Accounting & Public Policy. Nov2010, Vol. 29 Issue 6, p517-532. 16p.