Modeling Loss Given Default

Phillip Li; Xiaofei Zhang; Xinlei Zhao

doi:s://www.fdic.gov/

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Modeling Loss Given Default

07/14/2018
By Phillip Li ; Xiaofei Zhang ; Xinlei Zhao
Series: Center for Financial Research Working Paper
Research Publications

[PDF-1.14 MB]

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Alternative Title:

No. 2018-03
Publisher's site:

https://www.fdic.gov/
Personal Author:

Phillip Li ; Xiaofei Zhang ; Xinlei Zhao

Phillip Li ; Xiaofei Zhang ; Xinlei Zhao Less -
Corporate Authors:

Federal Deposit Insurance Corporation (FDIC)
Pages in Document:

51
Series:

Center for Financial Research Working Paper
Dataset Download URL:

https://www.fdic.gov/analysis/cfr/working-papers/2018/cfr-wp2018-03.pdf
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PDF
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urn:sha256:1e8055ce018b0f40a5364628aa1df8dceaa68a4f0499c076bea4dabc165b0f05
Download URL:

https://archive.fdic.gov/view/fdic/11941/fdic_11941_DS1.pdf
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Modeling Loss Given Default

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