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Mathias Schmit

Personal Details

First Name:Mathias
Middle Name:
Last Name:Schmit
Suffix:
RePEc Short-ID:psc229
http://www.sagora.eu

Affiliation

Centre Emile Bernheim
Solvay Brussels School of Economics and Management
Université Libre de Bruxelles

Bruxelles, Belgium
http://www.solvay.edu/centre-emile-bernheim

: +32 (0)2 650.48.64
+32 (0)2 650.41.88
CP114/03, 42 avenue F.D. Roosevelt, 1050 Bruxelles
RePEc:edi:cebulbe (more details at EDIRC)

Research output

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Jump to: Working papers Articles Chapters Books

Working papers

  1. Mathias Schmit & Lin-Sya Chao, 2010. "Managing Growth Risk: Lessons from the Current Crisis," Working Papers CEB 10-027, ULB -- Universite Libre de Bruxelles.
  2. Helena Marrez & Mathias Schmit, 2009. "Credit risk analysis in microcredit: How does gender matter?," Working Papers CEB 09-053.RS, ULB -- Universite Libre de Bruxelles.
  3. Mathias Schmit, 2008. "Moving from the capital requirement directive to a risk governance directive," ULB Institutional Repository 2013/14453, ULB -- Universite Libre de Bruxelles.
  4. Rym Ayadi & Maria Nieto & Mathias Schmit, 2008. "Basel II implementation in the midst of turbulence?," ULB Institutional Repository 2013/14349, ULB -- Universite Libre de Bruxelles.
  5. Mathias Schmit, 2008. "The capital requirement directive and the lease industry in Romania," ULB Institutional Repository 2013/14451, ULB -- Universite Libre de Bruxelles.
  6. Marie-Paule Laurent & Mathias Schmit, 2005. "Estimating distressed LGD on defaulted exposures: a portfolio model applied to leasing contracts," ULB Institutional Repository 2013/14421, ULB -- Universite Libre de Bruxelles.
  7. Hugues Pirotte & Mathias Schmit & Céline Vaessen, 2004. "Credit risk mitigation evidence in auto leases: LGD and residual value risk," Working Papers CEB 04-008.RS, ULB -- Universite Libre de Bruxelles.
  8. Mathias Schmit, 2004. "Recognition of physical collaterals under Basel II: the case of lease contracts," ULB Institutional Repository 2013/14455, ULB -- Universite Libre de Bruxelles.
  9. Mathias Schmit, 2003. "Is Automotive Leasing a Risky Business?," Working Papers CEB 03-009.RS, ULB -- Universite Libre de Bruxelles.
  10. Stéphanie Duchemin & Marie-Paule Laurent & Mathias Schmit, 2003. "Asset return correlation: The case of automotive lease portfolios," Working Papers CEB 03-007.RS, ULB -- Universite Libre de Bruxelles.
  11. Marie-Paule Laurent & S. Van Belle & Mathias Schmit, "undated". "An empirical approach to residual value risk estimation in automotive leases," ULB Institutional Repository 2013/14277, ULB -- Universite Libre de Bruxelles.

Articles

  1. Schmit, Mathias, 2004. "Credit risk in the leasing industry," Journal of Banking & Finance, Elsevier, vol. 28(4), pages 811-833, April.
  2. Evelyne Hespel & Paul Kestens & Mathias Schmit & V. Vander Stricht, 1993. "Le baromètre économique bruxellois," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 139, pages 401-418.

Chapters

  1. Mathias Schmit & Thierry Denuit & Laurent Gheeraert & Cédric Warny, 2011. "Roles, Missions and Business Models of Public Financial Institutions in Europe," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.

Books

  1. Mathias Schmit & Thierry Denuit & Laurent Gheeraert & Cédric Warny, 2011. "Roles, Missions and Business Models of Public Financial Institutions in Europe," SUERF Studies, SUERF - The European Money and Finance Forum, number 2011/5.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Helena Marrez & Mathias Schmit, 2009. "Credit risk analysis in microcredit: How does gender matter?," Working Papers CEB 09-053.RS, ULB -- Universite Libre de Bruxelles.

    Cited by:

    1. Isabelle Agier & Ariane Szafarz, 2010. "Microfinance and Gender: Is There a Glass Ceiling in Loan Size?," Working Papers CEB 10-047, ULB -- Universite Libre de Bruxelles.
    2. Gaurav Paruthi & Enrique Frias-Martinez & Vanessa Frias-Martinez, 2016. "The Role of Rating and Loan Characteristics in Online Microfunding Behaviors," Papers 1609.09571, arXiv.org.
    3. Isabelle Agier & Ariane Szafarz, 2011. "Credit to Women Entrepreneurs: The Curse of the Trustworthier Sex," Working Papers CEB 11-005, ULB -- Universite Libre de Bruxelles.

  2. Rym Ayadi & Maria Nieto & Mathias Schmit, 2008. "Basel II implementation in the midst of turbulence?," ULB Institutional Repository 2013/14349, ULB -- Universite Libre de Bruxelles.

    Cited by:

    1. Naďa Blahová, 2015. "Analysis of the Relation between Macroprudential and Microprudential Policy," European Financial and Accounting Journal, University of Economics, Prague, vol. 2015(1).

  3. Marie-Paule Laurent & Mathias Schmit, 2005. "Estimating distressed LGD on defaulted exposures: a portfolio model applied to leasing contracts," ULB Institutional Repository 2013/14421, ULB -- Universite Libre de Bruxelles.

    Cited by:

    1. Hartmann-Wendels, Thomas & Elbracht, Hans Christian, 2010. "Ermittlung und Schätzung des Loss Given Default im Leasing: Die Verlustquote als Mischverteilung," Leasing - Wissenschaft & Praxis, Universität zu Köln, Forschungsinstitut für Leasing, vol. 8(1), pages 67-80.
    2. Hartmann-Wendels, Thomas & Miller, Patrick & Töws, Eugen, 2014. "Loss given default for leasing: Parametric and nonparametric estimations," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 364-375.

  4. Hugues Pirotte & Mathias Schmit & Céline Vaessen, 2004. "Credit risk mitigation evidence in auto leases: LGD and residual value risk," Working Papers CEB 04-008.RS, ULB -- Universite Libre de Bruxelles.

    Cited by:

    1. Sylvain Prado, 2009. "Hedging residual value risk using derivatives," EconomiX Working Papers 2009-31, University of Paris Nanterre, EconomiX.

  5. Mathias Schmit, 2003. "Is Automotive Leasing a Risky Business?," Working Papers CEB 03-009.RS, ULB -- Universite Libre de Bruxelles.

    Cited by:

    1. Hugues Pirotte & Mathias Schmit & Céline Vaessen, 2004. "Credit risk mitigation evidence in auto leases: LGD and residual value risk," Working Papers CEB 04-008.RS, ULB -- Universite Libre de Bruxelles.
    2. Hartmann-Wendels, Thomas & Elbracht, Hans Christian, 2010. "Ermittlung und Schätzung des Loss Given Default im Leasing: Die Verlustquote als Mischverteilung," Leasing - Wissenschaft & Praxis, Universität zu Köln, Forschungsinstitut für Leasing, vol. 8(1), pages 67-80.
    3. Schmit, Mathias, 2004. "Credit risk in the leasing industry," Journal of Banking & Finance, Elsevier, vol. 28(4), pages 811-833, April.
    4. Sylvain Prado, 2009. "Hedging residual value risk using derivatives," EconomiX Working Papers 2009-31, University of Paris Nanterre, EconomiX.

  6. Stéphanie Duchemin & Marie-Paule Laurent & Mathias Schmit, 2003. "Asset return correlation: The case of automotive lease portfolios," Working Papers CEB 03-007.RS, ULB -- Universite Libre de Bruxelles.

    Cited by:

    1. Marie-Paule Laurent, 2004. "Asset return correlation in Basel II: implications for credit risk management," Working Papers CEB 04-017.RS, ULB -- Universite Libre de Bruxelles.

Articles

  1. Schmit, Mathias, 2004. "Credit risk in the leasing industry," Journal of Banking & Finance, Elsevier, vol. 28(4), pages 811-833, April.

    Cited by:

    1. Hartmann-Wendels, Thomas & Winter, Jens, 2006. "Leasing und asymmetrische Informationsverteilung," Leasing - Wissenschaft & Praxis, Universität zu Köln, Forschungsinstitut für Leasing, vol. 4(1), pages 15-27.
    2. Dilek Bülbül & Felix Noth & Marcel Tyrell, 2014. "Why Do Banks Provide Leasing?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 46(2), pages 137-175, October.
    3. Marie-Paule Laurent, 2004. "Asset return correlation in Basel II: implications for credit risk management," Working Papers CEB 04-017.RS, ULB -- Universite Libre de Bruxelles.
    4. Hartmann-Wendels, Thomas, 2004. "Die Bedeutung des Leasings für die Unternehmensfinanzierung: Theoretische Perspektiven und empirische Ergebnisse," Leasing - Wissenschaft & Praxis, Universität zu Köln, Forschungsinstitut für Leasing, vol. 2(2), pages 7-40.
    5. Tor Jacobson & Jesper Lindé & Kasper Roszbach, 2005. "Credit Risk Versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 28(1), pages 43-75, October.
    6. Hugues Pirotte & Mathias Schmit & Céline Vaessen, 2004. "Credit risk mitigation evidence in auto leases: LGD and residual value risk," Working Papers CEB 04-008.RS, ULB -- Universite Libre de Bruxelles.
    7. Hartmann-Wendels, Thomas & Mählmann, Thomas & Versen, Tobias, 2009. "Determinants of banks' risk exposure to new account fraud - Evidence from Germany," Journal of Banking & Finance, Elsevier, vol. 33(2), pages 347-357, February.
    8. Christophe Hurlin & Jérémy Leymarie & Antoine Patin, 2018. "Loss functions for LGD model comparison," Working Papers halshs-01516147, HAL.
    9. Hurlin, Christophe & Leymarie, Jérémy & Patin, Antoine, 2018. "Loss functions for Loss Given Default model comparison," European Journal of Operational Research, Elsevier, vol. 268(1), pages 348-360.
    10. Helena Marrez & Mathias Schmit, 2009. "Credit risk analysis in microcredit: How does gender matter?," Working Papers CEB 09-053.RS, ULB -- Universite Libre de Bruxelles.
    11. Sylvain Prado, 2009. "Hedging residual value risk using derivatives," EconomiX Working Papers 2009-31, University of Paris Nanterre, EconomiX.
    12. Huh, Jaeyung & Chang, Woojin & Lee, Junghoon & Lee, Jaeyong, 2010. "Samsung card lending model," European Journal of Operational Research, Elsevier, vol. 207(1), pages 492-498, November.

Chapters

    Sorry, no citations of chapters recorded.

Books

    Sorry, no citations of books recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (2) 2010-01-10 2010-06-18
  2. NEP-CFN: Corporate Finance (1) 2010-01-10
  3. NEP-DEV: Development (1) 2010-01-10
  4. NEP-MFD: Microfinance (1) 2010-01-10
  5. NEP-RMG: Risk Management (1) 2010-01-10

Corrections

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