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Exposure at default models with and without the credit conversion factor
8 references·0 citing·37 second hop
Exposure at default models with and without the credit conversion factor (2016)Exposure at default models with and witho…A new Mixture model for the estimation of credit card Exposure at Default (2015)A new Mixture model for the e…A zero-adjusted gamma model for mortgage loan loss given default (2013)A zero-adjusted gamma model f…Mixture cure models in credit scoring: If and when borrowers default (2011)Mixture cure models in credit…Loss given default models incorporating macroeconomic variables for credit cards (2011)Loss given default models inc…Comparison of modeling methods for Loss Given Default (2011)Comparison of modeling method…Benchmarking regression algorithms for loss given default modeling (2011)Benchmarking regression algor…Modelling credit risk of portfolio of consumer loans (2009)Modelling credit risk of port…Survival Analysis Methods for Personal Loan Data (2002)Survival Analysis Methods for…A Guide to Modern Econometrics (2000)Testing for Serial Correlation in Linear Panel-data Models (2003)Empirical Analysis of Corporate Credit Lines (2009)What factors are influencing credit card customer’s default behavior in China? A study based on survival analysis (2019)Deep Neural Networks for Behavioral Credit Rating (2020)A Concordance Correlation Coefficient to Evaluate Reproducibility (1989)A Note on the Concordance Correlation Coefficient (2002)Benchmarking state-of-the-art classification algorithms for credit scoring (2003)Comparing debt characteristics and LGD models for different collections policies (2011)Forecasting loss given default for peer-to-peer loans via heterogeneous stacking ensemble approach (2021)Local logit regression for loan recovery rate (2021)The Mathematics of Financial Derivatives (1995)A survey of the issues in consumer credit modelling research (2005)Neural network survival analysis for personal loan data (2005)Credit scoring with macroeconomic variables using survival analysis (2008)Credit Scoring and Its Applications (2002)Understanding Interaction Models: Improving Empirical Analyses (2005)Support vector regression for loss given default modelling (2014)Credit Scoring and Its Applications (2017)Forecasting recovery rates on non-performing loans with machine learning (2020)Basel Committee On Banking Supervision (2010)Time to default in credit scoring using survival analysis: a benchmark study (2016)An artificial intelligence system for predicting customer default in e-commerce (2018)Mining Semantic Soft Factors for Credit Risk Evaluation in Peer-to-Peer Lending (2020)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Merton, Robert C. (2010)Enhancing two-stage modelling methodology for loss given default with support vector machines (2017)Pricing Derivatives on Financial Securities Subject to Credit Risk (1995)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)In Search of Distress Risk (2008)Transition matrix models of consumer credit ratings (2011)A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models (2015)A deep learning model for behavioural credit scoring in banks (2022)Development and application of consumer credit scoring models using profit-based classification measures (2014)Deep learning for limit order books (2018)Two-stage consumer credit risk modelling using heterogeneous ensemble learning (2019)
this work references cited by second hop

References

  • 2002Survival Analysis Methods for Personal Loan Data266 cited
  • 2011Benchmarking regression algorithms for loss given default modeling186 cited
  • 2011Loss given default models incorporating macroeconomic variables for credit cards161 cited
  • 2011Comparison of modeling methods for Loss Given Default151 cited
  • 2011Mixture cure models in credit scoring: If and when borrowers default127 cited
  • 2013A zero-adjusted gamma model for mortgage loan loss given default81 cited
  • 2009Modelling credit risk of portfolio of consumer loans61 cited
  • 2015A new Mixture model for the estimation of credit card Exposure at Default35 cited

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