Modelling credit risk : evidence for EMV methodology on Portuguese mortgage data
Maria Rosa Borges & Raquel Machado
| Year of publication: |
[2020]
|
|---|---|
| Authors: | Borges, Maria Rosa ; Machado, Raquel |
| Publisher: |
Lisbon : ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa |
| Subject: | credit risk | EMV models | mortgage loans | default rates | vintages | Kreditrisiko | Credit risk | Hypothek | Mortgage | Insolvenz | Insolvency | Portugal | Schätzung | Estimation |
freely available
| Extent: | 1 Online-Ressource (circa 24 Seiten) Illustrationen |
|---|---|
| Series: | Working papers. - [Lisbon) : [ISEG, School of Economics & Management, University of Lisbon, Department of Economics], ISSN 2183-1815, ZDB-ID 2876745-7. - Vol. WP 2020, 03 DE/UECE |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | hdl:10400.5/20884 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012501978