Narrow search
Showing 1 - 3 of 3
Cover Image
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
Cover Image
Predicting loss given default of unsecured consumer loans with time-varying survival scores
Li, Aimin; Li, Zhiyong; Bellotti, Anthony - In: Pacific-Basin finance journal 78 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014463798
Cover Image
Current expected credit loss procyclicality : it depends on the model
Breeden, Joseph L.; Vaskouski, Maxim - In: The journal of credit risk : published quarterly by … 16 (2020) 1, pp. 27-48
Persistent link: https://www.econbiz.de/10012298972