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...

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...

The aim of the paper was to analyse the factors influencing European banks' credit ratings by taking into account the size of these institutions. A literature review onthe indicators that can impact bank notes has been made. As a result, the following hypotheses have beendrawn:banks' capital...

Small and medium-sized enterprises (SMEs) are the backbone of the Asian economy. They make up more than 96% of all Asian businesses that provide two out of three private sector jobs in the continent. Therefore, it is vitally important for the Asian economies' economic success that they have...