Forecasting and stress testing credit card default using dynamic models
Tony Bellotti and Jonathan Crook
| Year of publication: |
2011
|
|---|---|
| Authors: | Bellotti, Tony ; Crook, Jonathan N. |
| Publisher: |
Philadelphia, Pa. : Financial Institutions Center, Wharton School, Univ. of Pennsylvania |
| Subject: | Prognoseverfahren | Forecasting model | Kreditkarte | Credit card | Kreditrisiko | Credit risk |
| Extent: | Online-Ressource (PDF-Datei: 36 S., 244,81 KB) graph. Darst. |
|---|---|
| Series: | Working papers / Financial Institutions Center. - Philadelphia, Pa., ISSN 1936-9344, ZDB-ID 2189283-0. - Vol. 11,34 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009272007