R Calabrese, L Zanin - Expert Systems with Applications, 2022 - papers.ssrn.com
We propose estimating a model for Loss Given Default (LGD) that allows accounting for spatial dependence between peer-to-peer (P2P) loans. We suggest the LGD two-stage …
R Calabrese, L Zanin, PT e Trieste - 2021 - researchgate.net
We propose estimating a model for Loss Given Default (LGD) that allows accounting for spatial dependence between peer-to-peer (P2P) loans. We suggest the LGD two-stage …
We propose estimating a model for Loss Given Default (LGD) that allows accounting for spatial dependence between peer-to-peer (P2P) loans. We suggest the LGD two-stage …