What Is (Not) in ABS-EE Data?
Analysis of 19.8 million securitized auto loans reveals that reported data systematically understate risk through selection bias, carry-over reporting gaps, and priced-at-origination hidden credit differences.
Featured in No. 138 on 6 Nov 2026 · 3 days after release
- Released
- 3 Nov 2026
- First featured
- No. 138 · 6 Nov 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- SSRN 7672141
- Authors
- Pekka Honkanen et al.
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).