Auteur L. C. Thomas
Documents disponibles écrits par cet auteur (3)
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Article : texte imprimé
L. C. Thomas, Auteur |Consumer finance has become one of the most important areas of banking, both because of the amount of money being lent and the impact of such credit on global economy and the realisation that the credit crunch of 2008 was partly due to incorrect[...]
Article : texte imprimé
M. Malik, Auteur ; L. C. Thomas, Auteur |One of the issues that the Basel Accord highlighted was that, though techniques for estimating the probability of default and hence the credit risk of loans to individual consumers are well established, there were no models for the credit risk o[...]
Article : texte imprimé
A. Matuszyk, Auteur ; C. Mues, Auteur ; L. C. Thomas, Auteur |The New Basel Accord, which was implemented in 2007, has made a significant difference to the use of modelling within financial organisations. In particular it has highlighted the importance of Loss Given Default (LGD) modelling. We propose a de[...]
