Paolo Gambetti

Louvain Finance Center (LFIN), UCLouvain

34 Voie du Roman Pays - L1.03.01

Louvain-la-Neuve, 1348

Belgium

SCHOLARLY PAPERS

2

DOWNLOADS

93

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Forecasting Recovery Rates on Non-Performing Loans with Machine Learning

Credit Scoring and Credit Control Conference XVI
Number of pages: 29 Posted: 12 Aug 2019 Last Revised: 06 Sep 2019
Imperial College London, Imperial College London - Department of Mathematics, Louvain Finance Center (LFIN), UCLouvain and Louvain Finance Center (LFIN), UC Louvain
Downloads 57 (372,287)

Abstract:

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Risk Management, Recovery Rate, Non-Performing Loans, Forecasting

2.

Recovery Rates: Uncertainty Certainly Matters

Number of pages: 39 Posted: 06 May 2019
Louvain Finance Center (LFIN), UCLouvain, HEC Montreal - Department of Decision Sciences and Louvain Finance Center (LFIN), UC Louvain
Downloads 36 (441,010)

Abstract:

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Recovery rate, Loss given default, Corporate bond, Credit risk, Uncertainty