Devjak, Srečko - In: Naše gospodarstvo : NG 64 (2018) 4, pp. 3-9
The purpose of this paper is to derive a model for calculation of maturities and volumes of repayments that a bank may expect from nonretail nonperforming loans (hereafter NPLs). Expected inflows from nonretail NPLs follow a probability distribution, defined by size and timing of historic...