Benchmarking forecast approaches for mortgage credit risk for forward periods
Thi Mai Luong, Harald Scheule
| Year of publication: |
2022
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|---|---|
| Authors: | Luong, Thi Mai ; Scheule, Harald |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 299.2022, 2 (1.6.), p. 750-767
|
| Subject: | Forward model | Lifecycle model | Mortgage credit risk | Multi-period forecasts | OR in banking | Hypothek | Mortgage | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Theorie | Theory | Derivat | Derivative | Benchmarking | Basler Akkord | Basel Accord |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2021.09.026 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013207168