Die Verlustverteilung des unternehmerischen Forderungsausfallrisikos : eine simulationsbasierte Modellierung / Henry Dannenberg
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Discovery
512891702
URN
urn:nbn:de:gbv:3:2-3205
DOI
ISBN
ISSN
Autorin / Autor
Beiträger
Körperschaft
Erschienen
Halle : Inst. für Wirtschaftsforschung, 2006
Umfang
Online-Ressource (Text, 201 KB)
Ausgabevermerk
Sprache
ger
Anmerkungen
Inhaltliche Zusammenfassung
The risk of bad debt losses evolves for companies which grant payment targets. Possible losses have to be covered by these companies equity and liquidity reserves. The question of how to quantify the level of risk of bad debt losses will be discussed in this paper. Input values of this risk are the probability of default, exposure at default and loss given default. It is shown how companies can derive probability functions to describe uncertainty and variability for each input value. Based on these probability functions a simulation model is developed to quantify the risk of bad debt losses. Based on an empirical study probability functions for probability of default and loss given default are presented.
Schriftenreihe
IWH-Diskussionspapiere ; 2006,10 ppn:37244492X