The Sensitivity of the Loss Given Default Rate to Systematic Risk: New Empirical Evidence on Bank Loans
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DOI: 10.1007/s10693-008-0033-8
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More about this item
Keywords
Loss given default rate; Bank loans; Systematic risk; New Basel Capital Accord; G21; G28;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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