Modelling LGD for unsecured personal loans: decision tree approach
Year of publication: |
2010
|
---|---|
Authors: | Matuszyk, A. ; Mues, C. ; Thomas, Lyn C. |
Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 716033-1. - Vol. 61.2010, 3, p. 393-398
|
Subject: | Entscheidungsbaum | Decision tree | Kreditrisiko | Credit risk | Kreditgeschäft | Bank lending | Verbraucherkredit | Consumer credit | Basler Akkord | Basel Accord | Großbritannien | United Kingdom | Theorie | Theory |
-
Moedelling LGD for unsecured personal loans : decision tree approach
Thomas, Lyn C., (2007)
-
The impact of Basel Accords on the lender's profitability under different pricing decisions
Huang, Bo, (2015)
-
Regulatory capital decisions in the Context of consumer loan portfolios
Rajaratnam, Kanshukan, (2017)
- More ...
-
Application of survival analysis to cash flow modelling for mortgage products
Thomas, Lyn C., (2010)
-
Comparing debt characteristics and LGD models for different collections policies
Thomas, Lyn C., (2012)
-
Application of survival analysis to cash flow modelling for mortgage products
Matuszyk, A., (2009)
- More ...