"The macroeconomic development of most major industrial economies is characterised by boom-bust cycles. Normally such boom-bust cycles are driven by specific sectors of the economy. In the financial meltdown of the years 2007-2009 it was the credit sector and the real-estate sector that were the...

Based on a rich data set of recoveries donated by a debt collection business, recovery rates fornon-performing loans taken from a single European country are modelled using linear regression,linear regression with Lasso, beta regression and inflated beta regression. We also propose atwo-stage...

Within bank activities, which is normally defined as the joint exercise of savings collection and credit supply risk-taking is physiological, as for a lot of human activities. Among risks related to credit inter-mediation, credit risk assumes particular importance. It is most simply defined as...

This article proposes a method for measuring the latent risks involved in the recovery process of non-performing loans in financial institutions and/or business firms that deal with collection and recovery processes. To that end, we apply the competing risks model referred to in the literature...