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...

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Bibliographic Details
Main Authors: Alexandra Z. Marouli, Eugenia N. Giannini, Yannis D. Caloghirou
Format: Article
Language:English
Published: MDPI AG 2023-05-01
Series:Risks
Subjects:
Online Access:https://www.mdpi.com/2227-9091/11/5/96