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Forecasting recovery rates on non-performing loans with machine learning
Bellotti, Anthony; Brigo, Damiano; Gambetti, Paolo; … - In: International journal of forecasting 37 (2021) 1, pp. 428-444
Persistent link: https://www.econbiz.de/10012693089
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A through-the-cycle model for retail lending economic capital
Breeden, Joseph L.; Parker, Robert; Steinebach, Carsten - In: International journal of forecasting 28 (2012) 1, pp. 133-139
Persistent link: https://www.econbiz.de/10009818683
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A through-the-cycle model for retail lending economic capital
Breeden, Joseph L.; Parker, Robert; Steinebach, Carsten - In: International journal of forecasting 28 (2012) 1, pp. 133-138
Persistent link: https://www.econbiz.de/10009582010