Titlebook: Analysis of Images, Social Networks and Texts; Third International Dmitry I. Ignatov,Mikhail Yu. Khachay,Rostislav E. Conference proceedin

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https://doi.org/10.1007/978-3-540-77729-8that defines the expected losses. This is the so-called loss given default (LGD) which is in effect the share of EAD, which is irretrievably lost in the event of default. This paper discusses several econometric techniques which allow one to obtain estimates of the LGD parameter.

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Conference proceedings 2014erinburg, Russia, in April 2014. The 11 full and 10 short papers were carefully reviewed and selected from 74 submissions. They are presented together with 3 short industrial papers, 4 invited papers and tutorials. The papers deal with topics such as analysis of images and videos; natural language p

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