A cost of capital approach to determining the LGD discount rate

Fuente: arXiv

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Bibliographic Details
Main Authors:	Larney, Janette, Botha, Arno, Grobler, Gerrit Lodewicus, Raubenheimer, Helgard
Format:	Preprint
Published:	2025
Subjects:	Risk Management Statistical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2503.23992