FINANCE|financing and investment
- dáileachán caillteanais Reference Faomhadh an téarma seo mar chuid de Thionscadal Lex
- ga
- dáileadh caillteanais Reference Faomhadh an téarma seo mar chuid de Thionscadal Lex
- ga
- loss distribution
- en
- Comment "A loss distribution is a function of the number of entities in the portfolio, their credit ratings, the notional amount and recovery of each entity, default probabilities, loss given defaults, and the correlation/dependence structure between entities incorporated in the portfolio.Note ref.: Jouravlev, I. Loss Distribution Generation in Credit Portfolio Modeling. International Journal of Applied Management & Technology. 2009. http://www.ijamt.org/ijamt/IJAMT/IJAMT_1_LossDistribution.pdf [15.6.2011]"