Now showing items 1-2 of 2

    • Credit Scoring in SME Asset-Backed Securities: An Italian Case Study 

      Bedin, Andrea; Billio, Monica; Costola, Michele; Pelizzon, Loriana (2019-10-14)
      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 

      Unknown author
      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 ...