Credit risk mitigation evidence in auto leases: LGD and residual value risk

Hugues Pirotte Speder, Mathias Schmit () and Céline Vaessen

No 04-008.RS, Working Papers CEB from ULB -- Universite Libre de Bruxelles

Keywords: Credit risk; Collateral; Basle accord; Capital requirements; Retail financing; Leasing. (search for similar items in EconPapers)
JEL-codes: G21 G28 G33 (search for similar items in EconPapers)
Pages: 19 p.
Date: 2004-01
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Citations: View citations in EconPapers (2)

Published by: Université Libre de Bruxelles, Solvay Business School, Centre Emile Bernheim (CEB)

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