University of Twente Student Theses

Login
As of Friday, 8 August 2025, the current Student Theses repository is no longer available for thesis uploads. A new Student Theses repository will be available starting Friday, 15 August 2025.

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).

This is the latest version of this item.

[img] PDF
1MB
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

 

Repository Staff Only: item control page