Non-Performing loans for Italian companies : when time matters. an empirical research on estimating probability to default and loss given default
Year of publication: |
2020
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Authors: | Orlando, Guiseppe ; Pelosi, Roberta |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 8.2020, 4/68, p. 1-22
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Subject: | logit model | default probability | credit risk | loss forecasting | Kreditrisiko | Credit risk | Italien | Italy | Insolvenz | Insolvency | Prognoseverfahren | Forecasting model | Basler Akkord | Basel Accord | Logit-Modell | Logit model | Schätzung | Estimation | Kreditwürdigkeit | Credit rating | Verlust | Loss | Wahrscheinlichkeitsrechnung | Probability theory | Kreditgeschäft | Bank lending |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/ijfs8040068 [DOI] hdl:10419/257735 [Handle] |
Classification: | G18 - Government Policy and Regulation ; G21 - Banks; Other Depository Institutions; Mortgages ; G32 - Financing Policy; Capital and Ownership Structure ; G38 - Government Policy and Regulation ; H55 - Social Security and Public Pensions |
Source: | ECONIS - Online Catalogue of the ZBW |
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