Grant detail

GAUK 131707 - Modelling Loss Given Default for SME and corporate segment: the case of Czech banking system

Principal investigator: Radovan Chalupka Ph.D.
Collaborators: PhDr. Jakub Seidler Ph.D.
Description:
Participation:
Work in grant: prolong for the year 2009
Web link:
Finance:
End date: 12:2009
Publications:

Implied Market Loss Given Default: structural-model approach

Modelling Bank Loan LGD of Corporate and SME Segments A Case Study

Conferences:

Biannual Conference of Czech Economic Society

Computational Economics & Financial Systems

European Finance Association

Partners

Deloitte

Sponsors

CRIF
McKinsey
Patria Finance