Marouli, Alexandra Z.; Giannini, Eugenia N.; … - In: Risks : open access journal 11 (2023) 5, pp. 1-17
In this paper, a method was proposed for pricing NPL portfolios, which is currently a crucial point in the portfolio transactions between the banks and NPL servicers. The method was based on a simple mathematical model which simulated the collection process of the NPL portfolios considering the...