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Enhancing loan quality through transparency : evidence from the European Central Bank loan level reporting initiative

Ertan, Aytekin; Loumioti, Maria; Moerman, Regina Wittenberg - In: Journal of accounting research 55 (2017) 4, pp. 877-918

Persistent link: https://www.econbiz.de/10011734583

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

Credit scoring in SME asset-backed securities : an Italian case study

Bedin, Andrea; Billio, Monica; Costola, Michele; … - 2019

Persistent link: https://www.econbiz.de/10012111366

Credit derivatives and loan yields

Azam, Nimita; Mamun, Abdullah al; Tannous, George F. - In: The financial review : the official publication of the … 57 (2022) 1, pp. 205-241

Persistent link: https://www.econbiz.de/10012819512

Credit securitization and credit derivatives : financial instruments and the credit risk management of middle market commercial loan portfolios

Henke, Sabine; Burghof, Hans-Peter; Rudolph, Bernd - 1998

through diversification. In recent years, the development of markets for credit securitization and credit derivatives has … are quite severe. A potential successful application of credit securitization and credit derivatives for managing credit …

Persistent link: https://www.econbiz.de/10009768847