Standard & Poor’s Small Business Portfolio Model introduces a potential new tool for community development loan risk analysis

Winston Chang and Weili Chen

Community Development Innovation Review, 2007, issue 2, 34-43

Abstract: The Small Business Portfolio Evaluator? analytical model helps issuers and underwriters to assess the gross default and prepayment risk of small business loan portfolios using a Monte Carlo simulation. This new tool provides an important first step to securitizing existing community development loan portfolios.

Date: 2007
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