Standard & Poor’s Small Business Portfolio Model introduces a potential new tool for community development loan risk analysis
The Small Business Portfolio Evaluator™ analytical model helps issuers and underwriters to assess the gross default and prepayment risk of small business loan portfolios using a Monte Carlo simulation. This new tool provides an important first step to securitizing existing community development loan portfolios.
Year of publication: |
2007
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Authors: | Chen, Weili ; Chang, Winston |
Published in: |
Community Development Investment Review. - Federal Reserve Bank of San Francisco. - 2007, v. 3, no. 2, p. 34-43
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Publisher: |
Federal Reserve Bank of San Francisco |
Saved in:
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