Credit risk mitigation evidence in auto leases: LGD and residual value risk
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Cited by:
- Sylvain Prado, 2009. "Hedging residual value risk using derivatives," Working Papers hal-04140859, HAL.
- Sylvain Prado, 2009. "Hedging residual value risk using derivatives," EconomiX Working Papers 2009-31, University of Paris Nanterre, EconomiX.
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More about this item
Keywords
Credit risk; Collateral; Basle accord; Capital requirements; Retail financing; Leasing.;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
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