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Loss given default for leasing: Parametric and nonparametric estimations · Study

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ArticleLoss given default for leasing: Parametric and nonparametric estimations

Thomas Hartmann‐Wendels2013

Article2013

Loss given default for leasing: Parametric and nonparametric estimations

Thomas Hartmann‐Wendels · Patrick Miller · Eugen Tȍws

55 citations·0/0 files stored·Journal of Banking & Finance

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Financial Distress and Bankruptcy Prediction Banking stability, regulation, efficiency Credit Risk and Financial Regulations

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References

1967Applied Economic Forecasting 1967Applied Economic Forecasting 2011Benchmarking regression algorithms for loss given default modeling 2010Forecasting bank loans loss-given-default 2011Loss given default models incorporating macroeconomic variables for credit cards 2011Comparison of modeling methods for Loss Given Default 2011The determinants of bank loan recovery rates 2004On the way to recovery: A nonparametric bias free estimation of recovery rate densities

Cited by

2018Macroeconomic variable selection for creditor recovery rates 2021Opening the black box – Quantile neural networks for loss given default prediction 2017Fuzzy decision fusion approach for loss-given-default modeling 2021Forecasting loss given default for peer-to-peer loans via heterogeneous stacking ensemble approach 2018Loss functions for Loss Given Default model comparison 2019Predicting loss given default in leasing: A closer look at models and variable selection

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Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2018Loss functions for Loss Given Default model comparisonarticle · 8 shared references 2019Predicting loss given default in leasing: A closer look at models and variable selectionarticle · 7 shared references 2017Fuzzy decision fusion approach for loss-given-default modelingarticle · 6 shared references 2013A zero-adjusted gamma model for mortgage loan loss given defaultarticle · 5 shared references 2017Enhancing two-stage modelling methodology for loss given default with support vector machinesarticle · 5 shared references 2013Improvements in loss given default forecasts for bank loansarticle · 5 shared references

Details

Year2013

Typearticle

Published2013-12-15

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations55

Files0 public / 0

ShelfFinancial Distress and Bankruptcy Prediction

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doi10.1016/j.jbankfin.2013.12.006

openalex_workW2154948784

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2021Intertemporal defaulted bond recoveries prediction via machine learning

2024Interpretable machine learning for creditor recovery rates