Ascertaining the inference of bank internal default probabilities variations on variable rate institutional loan prepayments
Year of publication: |
2023
|
---|---|
Authors: | Horovitz, Andre |
Published in: |
The Quarterly Journal of Finance : QJF. - Singapore : World Scientific Publ., ISSN 2010-1406, ZDB-ID 2600942-0. - Vol. 13.2023, 2, Art.-No. 2340003, p. 1-44
|
Subject: | default probabilities | institutional loans | Prepayments | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Hypothek | Mortgage | Kreditwürdigkeit | Credit rating | Bank | Kreditgeschäft | Bank lending |
-
When banks venture beyond home turf : consequences for loan performance
Tanoue, Yuta, (2017)
-
Mortgage modifications and loan performance
Danne, Christian, (2016)
-
Impact of mortgage soft information in loan pricing on default prediction using machine learning
Luong, Thi Mai, (2023)
- More ...
-
Ist ein Verbot von Wertpapier-Leerverkäufen bzw. ungedeckten Credit Default Swaps sinnvoll?
Horovitz, Andre, (2010)
-
Ist ein Verbot von Wertpapier-Leerverkäufen bzw. ungedeckten Credit Default Swaps sinnvoll?
Horovitz, Andre, (2010)
-
Horovitz, Andre, (2010)
- More ...