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A quantitative model for structured microfinance

Dorfleitner, Gregor and Priberny, Christopher (2013) A quantitative model for structured microfinance. Quarterly Review of Economics and Finance 53 (1), pp. 12-22.

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Other URL: http://dx.doi.org/10.1016/j.qref.2012.10.005


Abstract

We develop a quantitative model for structured microfinance instruments, which are regarded as an important means for refinancing microfinance institutions. The quantitative credit risk model presented takes into account the peculiarities of microfinance institutions and can be used for pricing purposes and analyzing the risk inherence in different tranches of a structured microfinance ...

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Item Type:Article
Date:28 February 2013
Institutions:Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Finanzierung (Prof. Dr. Gregor Dorfleitner)
Projects:DFG-Projekt AR 530/1-1 "Ökonomische Analyse der Refinanzierung von Mikrokreditvergabe"
Research groups and research centres:Immobilien- und Kapitalmärkte
Identification Number:
ValueType
10.1016/j.qref.2012.10.005DOI
Classification:
NotationType
C61Journal of Economics Literature Classification
C63Journal of Economics Literature Classification
G10Journal of Economics Literature Classification
G21Journal of Economics Literature Classification
Keywords:microfinance; structured products; quantitative model; MC-based pricing; risk analysis; robustness check
Subjects:300 Social sciences > 330 Economics
Status:Published
Refereed:Yes, this version has been refereed
Created at the University of Regensburg:Yes
Owner: Dipl.-Kfm. Christopher Priberny
Deposited On:17 Feb 2011 10:58
Last Modified:13 Mar 2014 19:16
Item ID:13157
Owner Only: item control page
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