Loss given default determinants in a commercial bank lending: an emerging market case study
The purpose of this paper is to analyse the loss given default (LGD) determinants in case of a typical loan portfolio consisting of SME loans in a commercial bank operating in one of the quickly developing banking markets, i.e. in Slovenia. Accurate LGD estimates of defaulted bank claims are importa...
| Main Authors: | , |
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| Format: | Article |
| Language: | deu |
| Published: |
Faculty of Economics University of Rijeka
2010-06-01
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| Series: | Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu |
| Subjects: | |
| Online Access: | https://www.efri.hr/sites/efri.hr/files/cr-collections/2/04-kosak-2010-1.pdf |