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NPLs: A New Asset Class?
- Source :
- Wilmott Magazine; January 2021, Vol. 2021 Issue: 111 p19-31, 13p
- Publication Year :
- 2021
-
Abstract
- Guiseppe Lusignani, Luca Pettinari, and Riccardo Tedeschi introduce a top‐down parsimonious model for simulating the recoveries of both secured and unsecured non‐performing loan (NPL) portfolios and a pricing approach to estimate the fair value of NPL securitization notes issues by ABS vehicles.
Details
- Language :
- English
- ISSN :
- 15406962 and 15418286
- Volume :
- 2021
- Issue :
- 111
- Database :
- Supplemental Index
- Journal :
- Wilmott Magazine
- Publication Type :
- Periodical
- Accession number :
- ejs55234768
- Full Text :
- https://doi.org/10.1002/wilm.10902