Mathematics / Mathematik / Matemática

Mathematics / Mathematik / Matemática

Posts 1-2 of 2
  • Thomas Hergenhahn
    Thomas Hergenhahn
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    Estimating PD (probability of default), LGD (Loss given default) and stress testing
    Can anybody recommend any good papers or literature on estimating your own PD (probability of default) and LGD (Loss given default) for credit risk systems? Also would be very interested in any papers or books about stress testing.

    Regards

    Thomas
    • 26 Sep 2007, 1:59 pm
  • Wolfgang Ecker-Lala
    Wolfgang Ecker-Lala    Premium Member
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    Re: Estimating PD (probability of default), LGD (Loss given default) and stress testing
    Hello,

    Did you have a look on books and/or papers which discuss reliability of technical systems - there it is similar (I guess)?

    Best regards,
    Wolfgang Ecker-Lala
    • 28 Oct 2007, 11:10 am