Search results
-
Z
Ong (1999) - Unexpected Loss derivation
Hello, Does anyone have the derivation for the Unexpected Loss formula? It's formula 5.5 from Schroeck but the derivation is only available in Ong, Michael, Internal Credit Risk Models (Risk Books, 1999).- zer0
- Thread
- unexpected-loss
- Replies: 3
- Forum: P2.T6. Credit Risk Measurement & Management