Underperforming performance measures? A review of measures for loss given default models

2018 ◽  
Vol 12 (1) ◽  
pp. 1-28 ◽  
Author(s):  
Katarzyna Bijak ◽  
Lyn C. Thomas
Author(s):  
Edward M. Connelly ◽  
Patricia A. Knoop ◽  
Francis J. Bourne ◽  
Diane G. Loental

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