by Michael Dhaenens | Sep 9, 2016
Description: This study provides a theoretical and empirical analysis of five alternative discount rate concepts for computing LGDs using GCD Data. Appropriate discount rates are based on a combination of the risk free rate and risk premium for systematic risk at the...
by Michael Dhaenens | Aug 30, 2016
by Philip Winckle | Jul 31, 2016
by Philip Winckle | Jul 31, 2016
by Philip Winckle | Jul 31, 2016