Net flow rates versus roll rates as non-performing consumer loans forecasting methodologies
Alternative title: | Net flow rates frente a roll rates como metodologías de predicción en préstamos al consumo morosos |
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Year of publication: |
2022
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Authors: | De Ribera Martin, Francisco de Asis |
Published in: |
Revista de Métodos Cuantitativos para la Economía y la Empresa. - ISSN 1886-516X. - Vol. 34.2022, p. 37-59
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Publisher: |
Sevilla : Universidad Pablo de Olavide |
Subject: | roll rates | net flow rates | consumer credit risk | non-performing loans | default | delinquency | expected loss |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.46661/revmetodoscuanteconempresa.5489 [DOI] 1831594927 [GVK] hdl:10419/286280 [Handle] |
Classification: | C53 - Forecasting and Other Model Applications ; E58 - Central Banks and Their Policies ; G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation |
Source: |
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Net flow rates versus roll rates as non-performing consumer loans forecasting methodologies
De Ribera Martin, Francisco de Asis, (2022)
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Jović, Željko, (2016)
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The economic impact of the NPL coverage expectations in the euro area
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Net flow rates versus roll rates as non-performing consumer loans forecasting methodologies
De Ribera Martin, Francisco de Asis, (2022)
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