搜索结果: 1-1 共查到“保险学 discount rate”相关记录1条 . 查询时间(0.015 秒)
Unexpected Recovery Risk and LGD Discount Rate Determination
Credit risk Discount rate Loss given default Recovery rate Regulatory capital
2016/1/26
The Basle II parameter called Loss Given Default (LGD) aims to estimate the expected losses on not yet defaulted accounts in the case of default. Banks firstly need to collect historical recovery data...