Modelling LGD for unsecured retail loans using Bayesian methods

Title
Modelling LGD for unsecured retail loans using Bayesian methods
Authors
Keywords
Loss Given Default, downturn LGD, Bayesian, regression models
Journal
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY
Volume 66, Issue 2, Pages 342-352
Publisher
Informa UK Limited
Online
2014-02-12
DOI
10.1057/jors.2014.9

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