Estimating the Recovery Rates for Unsecured Loans to Small Sized Firms
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DOI: 10.1515/apjri-2018-0029
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- Tanoue, Yuta & Kawada, Akihiro & Yamashita, Satoshi, 2017. "Forecasting loss given default of bank loans with multi-stage model," International Journal of Forecasting, Elsevier, vol. 33(2), pages 513-522.
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Keywords
credit risk; recovery rates; probability of default; unsecured loan; small sized firms;All these keywords.
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