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- W89441352 abstract "This paper is the first to analyze the credit risk of a microfinance institution based on theloan portfolio of a leading Maghrebian MFI, both in terms of number of clients served and ofportfolio size. This allows us to work with a proprietary data set of 1,144,770 contracts issuedbetween 1997 and 2007. Using a resampling technique, we estimate the probability densityfunction of losses and value-at-risk measures for a portfolio of loans granted to female andmale microfinance clients. Results show similarities and differences in credit risk betweenmale and female clients with implications in terms of capital requirements." @default.
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- W89441352 date "2010-01-01" @default.
- W89441352 modified "2023-09-23" @default.
- W89441352 title "Credit risk in microcredit: How does gender matter?" @default.
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