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Keywords: Loss
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Journal Articles
Journal:
Agricultural Finance Review
Agricultural Finance Review (2011) 71 (2): 148–161.
Published: 02 August 2011
...Glenn Pederson; Nicholas Sakaimbo Purpose The purpose of this paper is to investigate the relationship between loan default and loss given default (LGD) in an agricultural loan portfolio. The analysis employs a simulation model approach to evaluate the role that systematic and non‐systematic risks...
