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PUBLICATIONS

References

You will find below some references of scientific articles written or co-authored by Mathias Schmit and Marie-Paule Laurent and published in superior quality reviews or books.

  1. Schmit M., “Credit risk in the leasing industry”, Journal of Banking and Finance, 2004, 28, pp. 811-833.
  2. Schmit M., “Is automotive leasing a risky business?”, Finance, 2005, 26/2, pp. 35-66.
  3. Schmit M., “The new Basel capital accord and the future of the European financial system”, Report of a CEPS (Centre for European Policy Studies) Task Force, pp. 47-50, 2004.
  4. Laurent M-P and M. Schmit, “Estimating “distressed” LGD on defaulted exposures: A portfolio model applied to leasing contracts”, in LGD RiskBooks edited by Altman E., A. Resti and A. Sironi, pp. 307-322, 2005.
  5. Laurent M-P, “Asset return correlation in Basel II: Implications for credit risk management”, under review in Risk.

Articles online

  1. Risk Management: From Regulatory Compliance to Value Creation
  2. From Regulatory Compliance to Value Creation: The case of residual value management
  3. Risk Management in Leasing: Leveraging Mandatory Regulatory Requirements to Create Value (presented by Mathias Schmit at the Leaseurope’s business forum on 31 May 2006)
  4. From regulatory compliance to value creation; Presentation by Mathias Schmit at a Leaseurope's conference held in Warsaw on 4 April, 2006
  5. Risk Management in Leasing; Presentation by Mathias Schmit at a conference jointly organized by PWC & the Czech Leasing Association held in Prague on 6 April, 2006
 
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