Low-Default Portfolios (LDPs) form a significant and substantial portion of retail assets at major financial institutions. However, in the literature, there are few contributions that deal specifically with the problem of managing LDP credit risk for retail portfolios.
SIMILAR POSTS
Estimating Conservative Loss Given Default
The new Basel Capital Accord (Basel II) is going to be embedded in the risk management practices at many financial [...]
13 September 2020
Risk Management, Corporate Governance, and Bank Performance in the Financial Crisis
The recent financial crisis has raised several questions with respect to the corporate governance of financial institutions. This paper investigates [...]
13 September 2020
Modeling Credit Risk For SMEs : Evidence From The US Market
Considering the fundamental role played by small and medium sized enterprises (SMEs) in the economy of many countries and the [...]
