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

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Title: 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 samuel.lopes@ecb.int, Nunes, Tiago
Source: Journal of Banking Regulation. Mar2010, Vol. 11 Issue 2, p156-167. 12p. 1 Diagram, 2 Charts, 11 Graphs.
Database: Business Source Ultimate
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Header DbId: bsu
DbLabel: Business Source Ultimate
An: 49382722
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PubType: Academic Journal
PubTypeId: academicJournal
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  Data: A simulation study on the impact of correlation between LGD and EAD on loss calculation when different LGD definitions are considered.
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  Data: <searchLink fieldCode="AR" term="%22Lopes%2C+Samuel+Da-Rocha%22">Lopes, Samuel Da-Rocha</searchLink><i> samuel.lopes@ecb.int</i><br /><searchLink fieldCode="AR" term="%22Nunes%2C+Tiago%22">Nunes, Tiago</searchLink>
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Banking+Regulation%22">Journal of Banking Regulation</searchLink>. Mar2010, Vol. 11 Issue 2, p156-167. 12p. 1 Diagram, 2 Charts, 11 Graphs.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=49382722
RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1057/jbr.2010.7
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      – Code: eng
        Text: English
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        PageCount: 12
        StartPage: 156
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      – TitleFull: A simulation study on the impact of correlation between LGD and EAD on loss calculation when different LGD definitions are considered.
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              Text: Mar2010
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              Y: 2010
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