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    • 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 ...