Forecasting credit card portfolio losses in the Great Recession : a study in model risk
Year of publication: |
2014
|
---|---|
Authors: | Canals-Cerdá, José J. ; Kerr, Sougata |
Publisher: |
Philadelphia, Pa. : Federal Reserve Bank of Philadelphia, Research Dep. |
Subject: | Kreditkarte | Credit card | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Theorie | Theory | Kreditrisiko | Credit risk | Wirtschaftskrise | Economic crisis |
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