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Exposure at default without conversion factors—evidence from Global Credit Data for large corporate revolving facilities
Mark Thackham,
Jun Ma
Faculty of Science and Engineering
Research output
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Contribution to journal
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Article
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peer-review
5
Citations (Scopus)
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Business & Economics
Basel II
18%
Credit
100%
Data Base
13%
Deficiency
14%
Economics
7%
Factors
10%
Intuition
15%
Lending
13%
Line Management
20%
Loans
11%
Quantification
15%
Singularity
20%
Social Sciences
credit
90%
customer
13%
economics
6%
economy
9%
event
8%
evidence
6%
intuition
16%
lending
16%
literature
6%
loan
14%
management
7%
money
12%
quantification
16%
Mathematics
Business
16%
Customers
15%
Decrease
13%
Deficiency
16%
Economics
13%
Estimate
13%
Evidence
12%
Line
10%
Model
9%
Money
19%
Quantification
16%
Rendering
18%
Singularity
10%
Tend
11%
Transform
11%
Unstable
12%