Predicting downturn LGD for a ( confidential ) portfolio

@inproceedings{Stroomer2009PredictingDL,
  title={Predicting downturn LGD for a ( confidential ) portfolio},
  author={Bob Stroomer},
  year={2009}
}
  • Bob Stroomer
  • Published 2009

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Loss given default of high loan-to-value residential mortgages

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Roenfeldt . Security pricing and deviations from the absolute priority rule in bankruptcy proceedings

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What do we know about loss given default

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Unexpected recovery risk

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Analyzing and explaining default recovery rates

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