Loss given default decomposition using mixture distributions of in-default events
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DOI: 10.1016/j.ejor.2020.11.034
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- Frank Ranganai Matenda & Mabutho Sibanda & Eriyoti Chikodza & Victor Gumbo, 2022. "Corporate Loan Recovery Rates under Downturn Conditions in a Developing Economy: Evidence from Zimbabwe," Risks, MDPI, vol. 10(10), pages 1-24, October.
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Keywords
Risk management; Loss given default; Probability of cure; Probability of write-off; Recovery rate;All these keywords.
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