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The effect of introducing economic variables into credit scorecards : an example from invoice discounting

Zhang, Jie; Thomas, Lyn C. - In: The journal of risk model validation 9 (2015) 1, pp. 57-78

Persistent link: https://www.econbiz.de/10010516718

Comparisons of linear regression and survival analysis using single and mixture distributions approaches in modelling LGD

Zhang, Jie; Thomas, Lyn C. - In: International journal of forecasting 28 (2012) 1, pp. 204-215

Persistent link: https://www.econbiz.de/10009581963

Comparisons of linear regression and survival analysis using single and mixture distributions approaches in modelling LGD

Zhang, Jie; Thomas, Lyn C. - In: International Journal of Forecasting 28 (2012) 1, pp. 204-215

Estimating the recovery rate and recovery amount has become important in consumer credit due to the new Basel Accord regulation and the increase in the number of defaulters as a result of the recession. We compare linear regression and survival analysis models for modelling recovery rates and...

Persistent link: https://www.econbiz.de/10010796135