Loss given default models incorporating macroeconomic variables for credit cards
Year of publication: |
2012
|
---|---|
Authors: | Bellotti, Tony ; Crook, Jonathan N. |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 28.2012, 1, p. 171-182
|
Subject: | Theorie | Theory | Kreditkarte | Credit card | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Zins | Interest rate |
-
The Credit Card Debt Puzzle : The Role of Preferences, Credit Risk, and Financial Literacy
Gorbachev, Olga, (2016)
-
Forecasting credit card portfolio losses in the Great Recession : a study in model risk
Canals-Cerdá, José J., (2014)
-
Forecasting Credit Card Portfolio Losses in the Great Recession : A Study in Model Risk
Canals-Cerda, José J., (2016)
- More ...
-
Credit scoring with macroeconomic variables using survival analysis
Bellotti, Tony, (2007)
-
Retail credit stress testing using a discretee hazard model with macroeconomic factors
Bellotti, Tony, (2014)
-
Forecasting and stress testing credit card default using dynamic models
Bellotti, Tony, (2011)
- More ...