Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Loss Functions for LGD Models Comparison.
Credit Risk Capital Requirement, Forecasts Comparison, Loss Function, Loss Given Default LGD, Risk management
Loss functions for LGD model comparison.
Credit Risk Capital Requirement, Forecasts Comparison, Loss Function, Loss Given Default LGD, Risk management