Net flow rates versus roll rates as non-performing consumer loans forecasting methodologies
Alternative title: | Net flow rates frente a roll rates como metodologías de predicción en préstamos al consumo morosos |
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Year of publication: |
2022
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Authors: | De Ribera Martin, Francisco de Asis |
Published in: |
Revista de métodos cuantitativos para la economía y la empresa. - Sevilla : [Verlag nicht ermittelbar], ISSN 1886-516X, ZDB-ID 2584041-1. - Vol. 34.2022, p. 37-59
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Subject: | roll rates | net flow rates | consumer credit risk | non-performing loans | default | delinquency | expected loss | Kreditrisiko | Credit risk | Verbraucherkredit | Consumer credit | Kreditwürdigkeit | Credit rating | Notleidender Kredit | Non-performing loan | Zins | Interest rate | Insolvenz | Insolvency | Prognoseverfahren | Forecasting model | Verbriefung | Securitization | Kreditgeschäft | Bank lending |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Zusammenfassung in spanischer Sprache |
Other identifiers: | 10.46661/revmetodoscuanteconempresa.5489 [DOI] hdl:10419/286280 [Handle] |
Classification: | C53 - Forecasting and Other Model Applications ; E58 - Central Banks and Their Policies ; G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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