Bank loans recovery rate in commercial banks:A case study of non-financial corporations
The empirical literature on credit risk is mainly based on modelling the probability of default, omitting the modelling of the loss given default. This paper is aimed to predict recovery rates on the rarely applied nonparametric method of Bayesian Model Averaging and Quantile Regression, developed o...
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| Format: | Article |
| Language: | deu |
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Faculty of Economics University of Rijeka
2019-06-01
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| Series: | Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu |
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| Online Access: | https://www.efri.uniri.hr/upload/Zbornik_1_2019/11-Nehrebecka-2019-1.pdf |