Forecasting recovery rates on non-performing loans with machine learning
Anthony Bellotti, Damiano Brigo, Paolo Gambetti, Frédéric Vrins
| Year of publication: |
2021
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|---|---|
| Authors: | Bellotti, Anthony ; Brigo, Damiano ; Gambetti, Paolo ; Vrins, Frédéric |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 37.2021, 1, p. 428-444
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| Subject: | Loss given default | Credit risk | Defaulted loans | Debt collection | Superior set of models | Kreditrisiko | Prognoseverfahren | Forecasting model | Insolvenz | Insolvency | Künstliche Intelligenz | Artificial intelligence | Notleidender Kredit | Non-performing loan | Kreditgeschäft | Bank lending | Basler Akkord | Basel Accord |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2020.06.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012693089