Title:

Forecasting Bank Loans Loss-Given-Default

Author:

João Bastos (UTL)

Journal:

Journal of Banking and Finance

Year:

2010

Volume:

34

Pages:

2510-2517

JEL codes:

C53 - Forecasting and Other Model Applications
G21 - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
G28 - Government Policy and Regulation