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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.

Zum Artikel beim Verlag (über DOI)

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
Institutionen: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:
WertTyp
10.1016/j.qref.2012.10.005DOI
Klassifikation:
NotationArt
C61Journal of Economics Literature Classification
C63Journal of Economics Literature Classification
G10Journal of Economics Literature Classification
G21Journal of Economics Literature Classification
Uncontrolled Keywords:microfinance; structured products; quantitative model; MC-based pricing; risk analysis; robustness check
Subjects:300 Social sciences > 330 Economics
Status:Published
Refereed:Ja, diese Version wurde begutachtet
An der Universität Regensburg entstanden:Ja
Angelegt von: Dipl.-Kfm. Christopher Priberny
Deposited On:17 Feb 2011 10:58
Last Modified:16 Jan 2015 08:21
Item ID:13157
Owner Only: item control page

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