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pro vyhledávání: '"André E. Thibeault"'
Autor:
André E. Thibeault, Dennis Vink
Publikováno v:
The Journal of Structured Finance. 14:27-45
The capital market in which asset-backed securities are issued and traded is composed of three main categories: ABS, MBS and CDOs. The authors examined a total of 3,466 loans (worth €548.51 billion) of which 1,102 (worth €163.90 billion) have bee
Autor:
André E. Thibeault, Frieda Rikkers
Publikováno v:
SSRN Electronic Journal.
The objective of this research is to determine the optimal rating philosophy for the rating of SMEs, and to describe the consequences of the chosen philosophy on several related aspects. As to our knowledge, this is the first paper that studies the c
Autor:
André E. Thibeault, Frieda Rikkers
Publikováno v:
International Journal of Banking, Accounting and Finance. 3:207
Financial statements vary between industries. Therefore, economic intuition suggests that industry effects should be an important component in bankruptcy prediction; however, in previous academic literature on default prediction, not much attention h