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A quantitative model for structured microfinance

DOI to cite this document:
10.5283/epub.13157
Dorfleitner, Gregor ; Priberny, Christopher
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Date of publication of this fulltext: 17 Feb 2011 10:58


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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