Machine learning prediction of loss given default in government-sponsored enterprise residential mortgages
Zilong Liu and Hongyan Liang
| Year of publication: |
2024
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|---|---|
| Authors: | Liu, Zilong ; Liang, Hongyan |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9587, ZDB-ID 2395282-9. - Vol. 18.2024, 2, p. 1-23
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| Subject: | loss given default (LGD) | machine learning | residential mortgages | risk management | government-sponsored enterprise (GSE) loans | hyperparameter tuning | predictive modeling | Hypothek | Mortgage | Kreditrisiko | Credit risk | Künstliche Intelligenz | Artificial intelligence | Risikomanagement | Risk management | Prognoseverfahren | Forecasting model | Basler Akkord | Basel Accord | Insolvenz | Insolvency | Hypothekenbank | Mortgage bank | Kreditgeschäft | Bank lending |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JRMV.2024.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015459249