Now showing items 1-2 of 2
Credit Scoring in SME Asset-Backed Securities: An Italian Case Study
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 ...
European DataWarehouse is the first securitisation repository in Europe for collecting, validating and making available for download detailed, standardised and asset class specific loan-level data (LLD) for Asset-Backed ...