Recovery Risk - The Next Challenge in Credit Risk Management

Navi Mumbai, Maharashtra India (PressExposure) October 02, 2007 -- Bharat Book Bureau, a leading market information distributor has tabled a report Recovery Risk : The Next Challenge in Credit Risk Management

In this ground-breaking new title, Risk Books brings together three prominent editors to provide a timely reference text on loss given default (LGD) measurement and management and the requirements of the Basel II Capital Accord. Summary

The measurement of LGD – the share of an exposure that is actually lost when a borrower defaults – is a critical area of the science of credit analysis. Topics covered include: • Using multivariate models for the estimation of LGD • Exploring the links between LGD and default risk • Providing a Basel II compliant framework for LGD estimation • Helping you to transform research results into operational tools for setting up Basel II compliant rating systems • Full accounts of the latest developments in the field of LGD analysis • Includes a full summary of results of academic research in LGD measurement over the past 10 years, including the latest research findings from the main empirical and theoretical academics.

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Press Release Submitted On: September 08, 2007 at 4:15 am
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