Non-performing debt recovery: effects of the Greek crisis
Non-performing debt recovery: effects of the Greek crisis
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不良债务回收：希腊危机的影响
DOI：
10.1504/ijbaaf.2015.070506
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发表时间：
2015
影响因子：
--
通讯作者：
E. Giannini
中科院分区：
文献类型：
--
作者：
A. Z. Marouli;Y. Caloghirou;E. Giannini
A log-normal distribution model is proposed to describe debtors' responses to the available debt collection measures (phone calls, extrajudicial notification, payment orders, and foreclosure). The proposed model was validated by a sample of 170,000 real cases from systemic Greek banks (personal loans and credit cards), and the measure characteristics (the effectiveness, maximum rate of payments, and required time to obtain 50% of the overall collected amount) were estimated. The data depict both the pre-crisis period (2003-2007), which was marked by sustainable economic growth, and the crisis period (2008-2012). Although these results depend on, among other factors, the country characteristics, the time period, the type of debt products used, and the debtors' characteristics, in the absence of relevant published data, these findings are adequate for use in a shortcut estimation of existing non-performing debt portfolios.
基于回收率分布的银行贷款定价模型
DOI：
--
发表时间：
2006
期刊：
The Japan Society for Industrial and Applied Mathematics 16-3
影响因子：
--
作者：
Takuya;KANEKO;Hidetoshi;NAKAGAWA
通讯作者：
NAKAGAWA