Publication detail

The Merton Approach to Estimating Loss Given Default: Application to the Czech Republic

Author(s): doc. PhDr. Ing. Ing. Petr Jakubík Ph.D. Ph.D.,
PhDr. Jakub Seidler Ph.D.,
Type: Articles in refereed journals
Year: 2010
Number: 255
ISSN / ISBN:
Published in: Czech National Bank WP 13/2009
Publishing place: Prague, Czech Republic
Keywords: loss given default, credit risk, structural models
JEL codes:
Suggested Citation:
Grants: GACR 403/10/1235 (2010-2014) Institutional Responses to Financial Market Failures GAUK 2009/47509 Decomposition of securities' market prices into risk parameters
Abstract:
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