Pavel Charamza

University of Economics, Prague

nam. W.Churchilla 4

Prague 3, 130 67

Czech Republic

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Scholarly Papers (1)

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Survival Analysis in LGD Modeling

Number of pages: 24 Posted: 23 Mar 2010
Jiri Witzany, Michal Rychnovsky and Pavel Charamza
University of Economics in Prague, University of Economics, Prague and University of Economics, Prague
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Citation 6

Abstract:

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credit risk, recovery rate, loss given default, correlation, regulatory capital