Similar Search Results

Applying the zero-adjusted inverse Gaussian model to predict probability of default and exposure at default for a credit card portfolio

Troian, Rafael Rodrigues - In: The journal of credit risk : published quarterly by … 9 (2013) 2, pp. 63-81

Persistent link: https://www.econbiz.de/10009781085

Credit risk modeling in segmented portfolios : an application to credit cards

Canals-Cerdá, José J.; Kerr, Sougata - 2015

Persistent link: https://www.econbiz.de/10010502802

Forecasting credit card portfolio losses in the Great recession : a study in model risk

Canals-Cerdá, José J.; Kerr, Sougata - In: The journal of credit risk : published quarterly by … 11 (2015) 1, pp. 29-57

Persistent link: https://www.econbiz.de/10011298501

From incurred loss to Current Expected Credit Loss (CECL) : a forensic analysis of the allowance for loan losses in unconditionally cancelable credit card portfolios

Canals-Cerdá, José J. - 2020

The Current Expected Credit Loss (CECL) framework represents a new approach for calculating the allowance for credit losses. Credit cards are the most common form of revolving consumer credit and are likely to present conceptual and modeling challenges during CECL implementation. We look back at...

Persistent link: https://www.econbiz.de/10012198568