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Modelling bank loan LGD of corporate and SME segments : a case study

Chalupka, Radovan (contributor); Kopecsni, Juraj (contributor) - 2008

The aim of this paper is to propose a methodology to estimate loss given default (LGD) and apply it to a set of micro-data of loans to SME and corporations of an anonymous commercial bank from Central Europe. LGD estimates are important inputs in the pricing of credit risk and the measurement of...

Persistent link: https://www.econbiz.de/10003790262

Modelling bank loan LDG of corporate and SME segments: a case study

Chalupka, Radovan; Kopecsni, Juraj - 2008

Persistent link: https://www.econbiz.de/10003811708

Foreign currency lending in Central, Eastern and Southeastern Europe: the case of Austrian banks

Pann, Johannes; Seliger, Reinhardt; Übeleis, Julia - In: Finanzmarktstabilitätsbericht 20 (2010), pp. 60-80

Persistent link: https://www.econbiz.de/10008779317

Essays on microcredit in Eastern Europe and Central Asia

Sonnekalb, Simon - 2012

Persistent link: https://www.econbiz.de/10009697315

Nonperforming loans in CESEE : what do they comprise?

Barisitz, Stephan - In: Focus on European economic integration (2011) 4, pp. 46-68

Persistent link: https://www.econbiz.de/10009412085

Nonperforming loans in CESEE : an even deeper definitional comparison

Barisitz, Stephan - In: Focus on European economic integration (2013) 3, pp. 64-81

Persistent link: https://www.econbiz.de/10009793362

Determinants of nonperforming loans in Central, Eastern and Southeastern Europe

Jakubik, Petr; Reininger, Thomas - In: Focus on European economic integration (2013) 3, pp. 45-63

Persistent link: https://www.econbiz.de/10009793363

Countercyclical capital buffers and credit-to-GDP gaps : simulation for Central, Eastern, and Southeastern Europe

Geršl, Adam; Seidler, Jakub - In: Eastern European economics 53 (2015) 6, pp. 439-465

Persistent link: https://www.econbiz.de/10011507613

What are the key determinants of nonperforming loans in CESEE?

Jakubík, Petr; Reininger, Thomas - 2014

Credit risk assessment is a crucial part of macroprudential analysis, with the aggregate nonperforming loan (NPL) ratio serving as a proxy for the economy-wide probability of default of the banking sector's overall loan exposure. Therefore, the factors driving the NPL ratio deserve a lot of...

Persistent link: https://www.econbiz.de/10010429944

Essays in banking and international finance

Schäfer, Larissa - 2015

Persistent link: https://www.econbiz.de/10011382447

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