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Incorporating lifecycle and environment in loan-level forecasts and stress tests
6 references·0 citing·23 second hop
Incorporating lifecycle and environment in loan-level forecasts and stress tests (2016)Incorporating lifecycle and environment i…IFRS 9 – Financial Instruments (2011)IFRS 9 – Financial InstrumentsAsset correlations for credit card defaults (2011)Asset correlations for credit…Consumer Credit Models: Pricing, Profit and Portfolios (2010)Consumer Credit Models: Prici…Bayesian Age-Period-Cohort Modeling and Prediction -BAMP (2007)Bayesian Age-Period-Cohort Mo…The theory and practice of econometrics (1986)The theory and practice of ec…The Estimation of Age, Period and Cohort Effects for Vital Rates (1983)The Estimation of Age, Period…Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Another 'futile quest'? A simulation study of Yang and Land's Hierarchical Age-Period-Cohort model (2014)Bayesian demography 250 years after Bayes (2016)Measurement and projection of the burden of disease attributable to population aging in 188 countries, 1990-2050: A population-based study (2022)Vital statistics rates in the United States, 1940-1960 (1968)Identification and Estimation of Age-Period-Cohort Models in the Analysis of Discrete Archival Data (1979)Increasing Rates of Depression (1989)The Changing Rate of Major Depression (1992)2. A Methodological Comparison of Age-Period-Cohort Models: The Intrinsic Estimator and Conventional Generalized Linear Models (2004)Longitudinal and Cross-Sectional Sequences in the Study of Age and Generation Effects (2009)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)Basel Committee On Banking Supervision (2010)Predicting default risk under asymmetric binary link functions (2020)Credit scorecard based on logistic regression with random coefficients (2010)Transition matrix models of consumer credit ratings (2011)A window of opportunity: Assessing behavioural scoring (2012)Asset pricing and the bid-ask spread (1986)The Effect of National Culture on the Choice of Entry Mode (1988)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Hedge accounting and its influence on financial hedging: when the tail wags the dog (2011)Impairments of Greek Government Bonds under IAS 39 and IFRS 9: A Case Study (2016)The predictive ability of loan loss provisions in banks – Effects of accounting standards, enforcement and incentives (2016)
this work references cited by second hop

References

  • 1986The theory and practice of econometrics4,342 cited
  • 1983The Estimation of Age, Period and Cohort Effects for Vital Rates615 cited
  • 2011IFRS 9 – Financial Instruments117 cited
  • 2007Bayesian Age-Period-Cohort Modeling and Prediction -BAMP111 cited
  • 2010Consumer Credit Models: Pricing, Profit and Portfolios75 cited
  • 2011Asset correlations for credit card defaults17 cited

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