How to Measure the Credit Risk of Housing Loans: Evidence from a Taiwanese Bank

Author:

Lu Su-Lien1,Wang Ming-Chun2

Affiliation:

1. a Graduate Institute of Finance, National Pingtung University of Science and Technology, Taiwan

2. b Department of Finance and Risk Management, Shu-Te University, Taiwan

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Reference34 articles.

1. Default Recovery Rates in Credit Risk Modeling: A Review of the Literature and Empirical Evidence;E. Altman;Economic Notes,2004

2. Consumer Credit Risk Characteristics: Understanding Income and Expense Differentials;O. Arslan;Emerging Markets Finance & Trade,2010

3. Recovery and Implied Default in Brady Bonds;K. Bhanot;Journal of Fixed Income,1998

4. An Analytic Model of Bond Risk Differentials;H. Bierman;Journal of Financial and Quantitative Analysis,1975

5. Valuing Corporate Securities: Some Effects of Bond Indenture Provisions;F. Black;Journal of Finance,1976

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1. Exposure at default: drivers for Canadian cooperative secto;REVESCO. Revista de Estudios Cooperativos;2021-12-09

2. Systemic Risk in the Chinese Shadow Banking System: A Sector-Level Perspective;Emerging Markets Finance and Trade;2015-12-18

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