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Forecasting and stress testing credit card default using dynamic models
Bellotti, Tony; Crook, Jonathan N. - In: International journal of forecasting 29 (2013) 4, pp. 563-574
Persistent link: https://www.econbiz.de/10010212469
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Special section 2: Credit risk modelling and forecasting
Crook, Jonathan N. (contributor) - In: International journal of forecasting 28 (2012) 1, pp. 128-296
Persistent link: https://www.econbiz.de/10009580822
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Loss given default models incorporating macroeconomic variables for credit cards
Bellotti, Tony; Crook, Jonathan N. - In: International journal of forecasting 28 (2012) 1, pp. 171-182
Persistent link: https://www.econbiz.de/10009581992
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Forecasting and explaining aggregate consumer credit delinquency behaviour
Crook, Jonathan N.; Banasik, John - In: International journal of forecasting 28 (2012) 1, pp. 145-160
Persistent link: https://www.econbiz.de/10009582002
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The impact of macroeconomic scenarios on recurrent delinquency : a stress testing framework of multi-state models for mortgages
Bocchio, Cecilia; Crook, Jonathan N.; Andreeva, Galina - In: International journal of forecasting 39 (2023) 4, pp. 1655-1677
Persistent link: https://www.econbiz.de/10014465340