Details about Mathias Schmit

Access statistics for papers by Mathias Schmit.

Last updated 2012-08-04. Update your information in the RePEc Author Service.

Short-id: psc229

Working Papers

2010

1. Managing Growth Risk: Lessons from the Current Crisis
   Working Papers CEB, ULB -- Universite Libre de Bruxelles

2009

2. An empirical approach to residual value risk estimation in automotive leases
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (2)
3. Credit risk analysis in microcredit: How does gender matter?
   Working Papers CEB, ULB -- Universite Libre de Bruxelles View citations (8)

2008

4. Basel II implementation in the midst of turbulence?
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (3)
5. Moving from the capital requirement directive to a risk governance directive
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
6. The capital requirement directive and the lease industry in Romania
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

2005

7. Estimating distressed LGD on defaulted exposures: a portfolio model applied to leasing contracts
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (7)
8. Is automotive leasing a risky business?
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (2)
   Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2003) View citations (3)

2004

9. Credit risk mitigation evidence in auto leases: LGD and residual value risk
   Working Papers CEB, ULB -- Universite Libre de Bruxelles View citations (2)
10. Recognition of physical collaterals under Basel II: the case of lease contracts
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

2003

11. Asset return correlation: The case of automotive lease portfolios
    Working Papers CEB, ULB -- Universite Libre de Bruxelles View citations (2)

Journal Articles

2004

1. Credit risk in the leasing industry
   Journal of Banking & Finance, 2004, 28, (4), 811-833 View citations (17)

1993

2. Le baromètre économique bruxellois
   Brussels Economic Review, 1993, 139, 401-418

Books

2011

1. Roles, Missions and Business Models of Public Financial Institutions in Europe
   SUERF Studies, SUERF - The European Money and Finance Forum View citations (2)