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Securitisation of derivatives and alternative asset classes : yearbook 2005
Vries Robbé, Jan Job de (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002875275
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Credit scoring in SME asset-backed securities : an Italian case study
Bedin, Andrea; Billio, Monica; Costola, Michele; … - In: Journal of risk and financial management : JRFM 12 (2019) 2/89, pp. 1-28
We investigate the default probability, recovery rates and loss distribution of a portfolio of securitised loans granted to Italian small and medium enterprises (SMEs). To this end, we use loan level data information provided by the European DataWarehouse platform and employ a logistic...
Persistent link: https://www.econbiz.de/10012022072
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Credit scoring in SME asset-backed securities : an Italian case study
Bedin, Andrea; Billio, Monica; Costola, Michele; … - 2019
We investigate the default probability, recovery rates and loss distribution of a portfolio of securitised loans granted to Italian small and medium enterprises (SMEs). To this end, we use loan level data information provided by the European DataWarehouse platform and employ a logistic...
Persistent link: https://www.econbiz.de/10012111366
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L' Asset-Backed Securitization in Italia : una tecnica applicabile ai sistemi finanziari locali ? Di
Donzelli, Michele - In: Economia marche : journal of applied economics 17 (1998) 3, pp. 37-53
Persistent link: https://www.econbiz.de/10001453910
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La cartolarizzazione dei crediti: rischi e regolamentazione
Giannotti, Claudio - 2004
Persistent link: https://www.econbiz.de/10002581213
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Does asset-backed securitization affect the credit risk of the originator banks? : the Italian case
Battaglia, Francesca; Mazzucato, Mariana - In: Bank performance, risk and securitisation, (pp. 116-149). 2013
Persistent link: https://www.econbiz.de/10010240287
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The asset securitization activity in Italy : current and future trends
Tasca, Roberto; Zambelli, Simona - In: Structured finance : techniques, products and market ; …, (pp. 5-35). 2005
Persistent link: https://www.econbiz.de/10002962403
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United States: Term Asset-Backed Securities Loan Facility II
Engbith, Lily S. - In: The journal of financial crises 4 (2022) 2, pp. 1880-1903
Persistent link: https://www.econbiz.de/10013448983
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The role of U.S. subprime mortgage-backed assets in propagating the crisis : contagion or interdependence?
Flavin, Thomas J.; Sheenan, Lisa - In: The North American journal of economics and finance : a … 34 (2015), pp. 167-186
Persistent link: https://www.econbiz.de/10011539865