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Local Risk-Taking and Mortgage Loss
Qiu, Mingming; Wang, Chongyu - 2023
terms of mortgage loss. Focusing on conforming loans, we start by showing that the local risk-taking atmosphere is … local risktaking atmosphere is positively correlated with default likelihood and loss upon default. Notably, lenders appear …
Persistent link: https://www.econbiz.de/10014257089
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Non-Performing loans for Italian companies : when time matters. an empirical research on estimating probability to default and loss given default
Orlando, Guiseppe; Pelosi, Roberta - In: International Journal of Financial Studies : open … 8 (2020) 4/68, pp. 1-22
main risk components, the Probability of Default (PD) and the Loss Given Default (LGD) have been the subject of greater …
Persistent link: https://www.econbiz.de/10012321142
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Insights into credit loss rates : a global database
Ong, Li Lian; Schmieder, Christian; Wei, Min - 2023
Persistent link: https://www.econbiz.de/10014284871
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Insights into credit loss rates : a global database
Ong, Li Lian; Schmieder, Christian; Wei, Min - 2023
Persistent link: https://www.econbiz.de/10014329176
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An Evidence of Link between Default and Loss of Bank Loans from the Modeling of Competing Risks
de Oliveira Jr, Mauro - 2014
In this paper we propose a method that provides a useful technique to compare relationship between risk involved that takes customer becomes defaulter and debt collection process that might make this defaulter recovered. Through estimation of competitive risks that lead to realization of the...
Persistent link: https://www.econbiz.de/10013056380
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Analytical solutions for expected loss and standard deviation of loss with an additional loan
Yamashita, Satoshi; Yoshiba, Toshinao - In: Asia-Pacific financial markets 22 (2015) 2, pp. 113-132
Persistent link: https://www.econbiz.de/10011377519
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The time dimension of the links between loss given default and the macroeconomy
Koneèný, Tomáš; Seidler, Jakub; Belyaeva, Aelita; … - 2017
Most studies focusing on the determinants of loss given default (LGD) have largely ignored possible lagged effects of …
Persistent link: https://www.econbiz.de/10011636239
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The time dimension of the links between loss given default and the macroeconomy
Konečný, Tomáš; Seidler, Jakub; Belayeva, Aelita; … - In: Finance a úvěr 67 (2017) 6, pp. 462-491
Persistent link: https://www.econbiz.de/10011774592
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Loss given default : estimating by the conditional minimum value
Ammari, Mustapha; Lakhnati, Ghizlane - In: International journal of economics and financial issues … 7 (2017) 3, pp. 779-785
Persistent link: https://www.econbiz.de/10011823132