Browsing by Author "Mapelli, Beatrice <1994>"

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Browsing by Author "Mapelli, Beatrice <1994>"

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  • The Pooled Approach for LGD estimation 
    Mapelli, Beatrice <1994> (Università Ca' Foscari Venezia, 2019-03-13)
    The aim of the elaborate is to present the advantages and disadvantages of the Pooled Approach for the estimation of the Loss Given Default (LGD). The parameter estimates the percentage of loss to be associated with the ...