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Event:- Estimating Loss Given Default (LGD) and Measuring Recovery Rates - New York
Sunday, 16 November 2008

Location: New York, USA. Date:2008-11-17 00:00:00. RISK is pleased to announce the return of this highly popular training course which will equip delegates with a comprehensive understanding of methodologies for estimating loss given default and measuring recovery rates. - Creating and managing an effective system for estimating LGD and recording recovery - Validation and back-testing of LGD models - Modelling downturn LGD - Data and modelling approaches to estimating LGD - Implication of current credit conditions - LGD estimates for Basel ll:AIRB qualification

Full Story: The Complete MoneyScience

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Copyright (C) 2007 Alain Georgette / Copyright (C) 2006 Frantisek Hliva. All rights reserved.

 
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