A Non-Performing Loans (NPLs) Portfolio Pricing Model Based on Recovery Performance: The Case of Greece
In this paper, a method was proposed for pricing NPL portfolios, which is currently a crucial point in the portfolio transactions between the banks and NPL servicers. The method was based on a simple mathematical model which simulated the collection process of the NPL portfolios considering the debt...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2023-05-01
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Series: | Risks |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-9091/11/5/96 |