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Konečný et al., 2017 - Google Patents

The time dimension of the links between loss given default and the macroeconomy

Konečný et al., 2017

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Document ID
11329974612961217225
Author
Konečný T
Seidler J
Belyaeva A
Belyaev K
Publication year

External Links

Snippet

Most studies focusing on the determinants of loss given default (LGD) have largely ignored possible lagged effects of the macroeconomy on LGD. We fill this gap by employing a wide set of macroeconomic covariates on a retail portfolio that represents 15% of the Czech …
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