University of Twente Student Theses
Predictive Modelling of Auto Loan Defaults within European Asset Backed Securities (ABS)
Rodink, D. (2021) Predictive Modelling of Auto Loan Defaults within European Asset Backed Securities (ABS).
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| Abstract: | The securitisation market has transformed after the global financial crisis in terms of transparancy. This research uses reporting templates from the European Central Bank with regard to securities with auto loans as the underlying assets to model loan defaults using logistic regression techniques. It defines several key determinants for loan defaults, that can help investors to enhance their due dilligence. |
| Item Type: | Essay (Master) |
| Faculty: | BMS: Behavioural, Management and Social Sciences |
| Subject: | 01 general works |
| Programme: | Industrial Engineering and Management MSc (60029) |
| Link to this item: | https://purl.utwente.nl/essays/89270 |
| Export this item as: | BibTeX EndNote HTML Citation Reference Manager |
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