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Estimation procedures of using five alternative machine learning methods for predicting credit card default

Teng, Huei-Wen; Lee, Michael - In: Review of Pacific Basin financial markets and policies 22 (2019) 3, pp. 1950021-1-1950021-27

Persistent link: https://www.econbiz.de/10012156160

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

Canals-Cerdá, José J.; Kerr, Sougata - 2014

Persistent link: https://www.econbiz.de/10010344907

A new mixture model for the estimation of credit card exposure at default

Leow, Mindy; Crook, Jonathan N. - In: European journal of operational research : EJOR 249 (2016) 2, pp. 487-497

Persistent link: https://www.econbiz.de/10011436718

Loss given default models incorporating macroeconomic variables for credit cards

Bellotti, Tony; Crook, Jonathan N. - In: International journal of forecasting 28 (2012) 1, pp. 171-182

Persistent link: https://www.econbiz.de/10009581992

Forecasting Credit Card Portfolio Losses in the Great Recession : A Study in Model Risk

Canals-Cerda, José J. - 2016

Credit card portfolios represent a significant component of the balance sheets of the largest US banks. The charge‐off rate in this asset class increased drastically during the Great Recession. The recent economic downturn offers a unique opportunity to analyze the performance of credit risk...

Persistent link: https://www.econbiz.de/10013006575