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Publications → Financial Markets → Monetary and Credit Policy

Modelling Bank Loan LGD of Corporate and SME Segments A Case Study

The aim of this paper is to propose a methodology to estimate loss given default (LGD) and apply it to a set of micro-data of loans to SME and corporations of an anonymous commercial bank from Central Europe.

Link http://ies.fsv.cuni.cz/sc…tion/show/id/3566/lang/en
Author Chalupka, R., Kopecsni, J.
Date 2008
Institute Institute of Economic Studies
Tags CEE, bank, credit, bank
← Implied Market Loss Given Default: structural-model approach
↑ Monetary and Credit Policy
→ Behavioral Foundations of Microcredit: Experimental and Survey Evidence From Rural India

See also

  1. Privileged Interfirm/Bank Relationships in Central Europe: Trigger or Trap for Corporate Governance
  2. The Basic Characteristics and Trends in the Development of the Banking Sector in South-East European Transition Countries
  3. Trade credit and bank credit : evidence from recent financial crises
  4. The role of factoring for financing small and medium enterprises
  5. Foreign Banks, Foreign Lending and Cross-Border Contagion: Evidence from the BIS Data

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