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Persistent link: https://www.econbiz.de/10009626477

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Indicators of collateral misreporting

Demiroglu, Cem; James, Christopher M. - In: Management science : journal of the Institute for … 64 (2018) 4, pp. 1747-1760

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Modeling loss given default with stochastic collateral

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Persistent link: https://www.econbiz.de/10009787418

Dynamic risk model for CMO with credit tranching

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Sample selection bias in mortgage market credit risk modeling

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Imputing borrower heterogeneity and dynamics in mortgage default models

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