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Collection process 1 Credit risk 1 LGD modelling 1
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Matuszyk, A. 1 Moore, A. 1 Thomas, L.C. 1
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International Journal of Forecasting 1
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Comparing debt characteristics and LGD models for different collections policies
Thomas, L.C.; Matuszyk, A.; Moore, A. - In: International Journal of Forecasting 28 (2012) 1, pp. 196-203
This paper discusses the similarities and differences in the collection process between in-house and 3rd party collection. The objective is to show that, although the same type of modelling approach to estimating the Loss Given Default (LGD) can be used in both cases, the details will be...
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