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Implied Market Loss Given Default: structural-model approach

This paper focuses on the key credit risk parameter–Loss Given Default (LGD). General properties and determinants with respect to seniority of debt, characteristics of debtors or macroeconomic conditions are described.

Link http://ies.fsv.cuni.cz/sc…tion/show/id/3543/lang/en
Author Seidler, J.
Date 2008
Institute Institute of Economic Studies
Tags credit, debt, stock, Czech

See also

  1. Implicit Public Debt of the Czech Social Security System
  2. Implicit Public Debt of the Czech Social-Security System
  3. Public Debt Structure and Dynamics in the Czech Republic, Hungary, Poland and Romania
  4. Stock markets and industry growth: an eastern European perspective
  5. Belarusian Monthly Economic Review, №6(57), June 2007

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