Essays about: "lGD"

Showing result 11 - 11 of 11 essays containing the word lGD.

  1. 11. A qualitative and quantitative analysis of the risk parameter LGD based on the Basel II Framework

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Helen Dybing; [2007]
    Keywords : risk; Basel II; LGD; LTV; Estimation model; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Abstract : Title: A qualitative and quantitative analysis of the risk parameter LGD based on the Basel II Framework Seminar date: 27 January 2007 Course: Financial Economy, Master Thesis, 10 poäng (15 ECTS) Author: Helén Dybing Advisor: Hans Byström Key words: LGD, LTV, Risk, Basel II, Estimation model Purpose: The purpose of this thesis is to get a deeper understanding of the risk parameter LGD and try to identify which variables drive it and how. Further the purpose of analysing the LGD/LTV relationship is to see how the risk parameter interacts with other parameters that are included in risk management. READ MORE