Local logit regression for loan recovery rate
Nithi Sopitpongstorn, Param Silvapulle, Jiti Gao, Jean-Pierre Fenech
| Year of publication: |
2021
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|---|---|
| Authors: | Sopitpongstorn, Nithi ; Silvapulle, Paramsothy ; Gao, Jiti ; Fenech, Jean-Pierre |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 126.2021, p. 1-14
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| Subject: | Loss given default | recovery prediction | nonlinearity | kernel estimation | defaulted loan | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Insolvenz | Insolvency | Kreditgeschäft | Bank lending | Logit-Modell | Logit model | Regressionsanalyse | Regression analysis | Basler Akkord | Basel Accord | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2021.106093 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012820172