ML Due Diligence for NPLs Profit
The paper introduces a machine learning approach to predict the recovery rate of non-performing loans, aiming to minimize the lemon discount by accurately pricing the risk component of information asymmetry between banks and investors.
Featured in No. 56 on 10 Jul 2024 · on release day
- Released
- 10 Jul 2024
- First featured
- No. 56 · 10 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 14
- Identifier
- RePEc:spr:rvmgts:v:18:y:2024:i:7:d:10.1007_s11846-023-00635-y
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).