A new estimation of default probabilities based on non-performing loans
Roberto Blanco, Elena Fernández-Ortiz, Miguel García-Posada, Sergio Mayordomo
| Year of publication: |
2024
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|---|---|
| Authors: | Blanco, Roberto ; Fernández-Ortiz, Elena ; García-Posada, Miguel ; Mayordomo, Sergio |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 62.2024, 2, Art.-No. 105149, p. 1-8
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| Subject: | Default | Financial distress | Logistic regression | Non-performing loans | Program evaluation | Transition matrices | Insolvenz | Insolvency | Kreditrisiko | Credit risk | Notleidender Kredit | Non-performing loan | Regressionsanalyse | Regression analysis | Theorie | Theory | Schätzung | Estimation | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.105149 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014530975