This Chapter discusses the new supervisory rules on Loss given default introduced in the Basel 2 Accord, explaining their rationale and their impact on risk management processes.
Loss Given Default and Recovery Risk: From Basel II Standards to Effective Risk Management Tools
RESTI, ANDREA CESARE;SIRONI, ANDREA
2007
Abstract
This Chapter discusses the new supervisory rules on Loss given default introduced in the Basel 2 Accord, explaining their rationale and their impact on risk management processes.
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