Measuring the Recovery Performance of a Portfolio of NPLs

The objective of the present paper is to propose a new method to measure the recovery performance of a portfolio of non-performing loans (NPLs) in terms of recovery rate and time to liquidate. The fundamental idea is to draw a curve representing the recovery rates over time, here assumed discretized...

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Bibliographic Details
Main Authors: Alessandra Carleo, Roberto Rocci, Maria Sole Staffa
Format: Article
Language:English
Published: MDPI AG 2023-02-01
Series:Computation
Subjects:
Online Access:https://www.mdpi.com/2079-3197/11/2/29