---
title: What Is (Not) in ABS-EE Data?
url: https://www.ml-quant.com/papers/ssrn/7672141/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-11-06
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 7672141
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7672141
featured: 2026-11-06
citations: unknown
topic: Risk, Credit & Banking
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7672141
- Identifier: SSRN 7672141
- Released: 2026-11-03
- First featured: Quant Letter No. 138 (2026-11-06): https://www.ml-quant.com/issues/2026-11-06/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Risk, Credit & Banking
- Authors: Pekka Honkanen, Filipe Correia, You Kyum Kim

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