Search Results - subject:"Recovery rates"

Entrepreneurs' legal infractions and hidden information : evidence from small business bankruptcies

Sundgren, Stefan; Alexeyeva, Irina - In: International review of law and economics 69 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013193967

Explainable models of credit losses

Bastos, João A.; Matos, Sara M. - In: European journal of operational research : EJOR 301 (2022) 1, pp. 386-394

Persistent link: https://www.econbiz.de/10013207383

Intertemporal defaulted bond recoveries prediction via machine learning

Nazemi, Abdolreza; Baumann, Friedrich; Fabozzi, Frank J. - In: European journal of operational research : EJOR 297 (2022) 3, pp. 1162-1177

Persistent link: https://www.econbiz.de/10013263044

Do comprehensive labor measures reduce the severity of the pandemic? : evidence from India

Kujur, Sandeep Kumar; Goswami, Diti - In: International journal of social economics 49 (2022) 10, pp. 1417-1441

Persistent link: https://www.econbiz.de/10013353102

Modelling recovery rates for non-performing loans

Ye, Hui; Bellotti, Anthony - In: Risks 7 (2019) 1, pp. 1-17

Based on a rich dataset of recoveries donated by a debt collection business, recovery rates for non-performing loans … proposed model allowed us to model the multimodal distribution we found for these recovery rates. All models were built using … of the models was to estimate future recovery rates for improved risk assessment, capital requirement calculations and …

Persistent link: https://www.econbiz.de/10013200437

Modelling recovery rates for non-performing loans

Ye, Hui; Bellotti, Anthony - In: Risks : open access journal 7 (2019) 1/19, pp. 1-17

Persistent link: https://www.econbiz.de/10012016013

The bank as Grim Reaper : debt composition and bankruptcy thresholds

Carey, Mark S.; Gordy, Michael B. - In: Journal of financial economics 142 (2021) 3, pp. 1092-1108

Persistent link: https://www.econbiz.de/10012875930

The time dimension of the links between loss given default and the macroeconomy

Konečný, Tomáš; Seidler, Jakub; Belyaeva, Aelita; … - 2017

Most studies focusing on the determinants of loss given default (LGD) have largely ignored possible lagged effects of the macroeconomy on LGD. We fill this gap by employing a wide set of macroeconomic covariates on a retail portfolio that represents 15% of the Czech consumer credit market over...

Persistent link: https://www.econbiz.de/10011667201

The time dimension of the links between loss given default and the macroeconomy

Koneèný, Tomáš; Seidler, Jakub; Belyaeva, Aelita; … - 2017

Persistent link: https://www.econbiz.de/10011636239

An internal default risk model : simulation of default times and recovery rates within the new fundamental review of the trading book framework

Bertagna, Andrea; Deliu, Dragos; Lopez, Luca; Nassigh, Aldo - In: Journal of risk 22 (2019/2020) 3, pp. 21-38

Persistent link: https://www.econbiz.de/10013177133