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3:26
YouTube
iziRisk in English
Lesson 2 Calculating loss given default parameters
We will first calculate a stochastic variable for loss given default, that is, the amount that is not covered by any collateral once a certain loan has defaulted. For this, there is available historic data on tab “Recovery Data”. Once the workbook has been opened, go to the “Recovery Data” tab. In here, we find a historic list of 300 ...
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