Comparing debt characteristics and LGD models for different collections policies
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DOI: 10.1016/j.ijforecast.2010.11.004
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- William M. Makuch & Jeffrey L. Dodge & Joseph G. Ecker & Donna C. Granfors & Gerald J. Hahn, 1992. "Managing Consumer Credit Delinquency in the US Economy: A Multi-Billion Dollar Management Science Application," Interfaces, INFORMS, vol. 22(1), pages 90-109, February.
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Cited by:
- Nazemi, Abdolreza & Rezazadeh, Hani & Fabozzi, Frank J. & Höchstötter, Markus, 2022. "Deep learning for modeling the collection rate for third-party buyers," International Journal of Forecasting, Elsevier, vol. 38(1), pages 240-252.
- Viktar Fedaseyeu & Robert M. Hunt, 2014.
"The economics of debt collection: enforcement of consumer credit contracts,"
Working Papers
14-7, Federal Reserve Bank of Philadelphia.
- Viktar Fedaseyeu & Robert M. Hunt, 2018. "The Economics of Debt Collection: Enforcement of Consumer Credit Contracts," Working Papers 18-4, Federal Reserve Bank of Philadelphia.
- Robert Hunt & Viktar Fedaseyeu, 2015. "The Economics of Debt Collection: Enforcement of Consumer Credit Contracts," 2015 Meeting Papers 1244, Society for Economic Dynamics.
- Viktar Fedaseyeu & Robert M. Hunt, 2015. "The economics of debt collection: enforcement of consumer credit contracts," Working Papers 15-43, Federal Reserve Bank of Philadelphia.
- Thamayanthi Chellathurai, 2017. "Probability Density Of Recovery Rate Given Default Of A Firm’S Debt And Its Constituent Tranches," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 20(04), pages 1-34, June.
- Tong, Edward N.C. & Mues, Christophe & Thomas, Lyn, 2013. "A zero-adjusted gamma model for mortgage loan loss given default," International Journal of Forecasting, Elsevier, vol. 29(4), pages 548-562.
- Johannes Kriebel & Kevin Yam, 2020. "Forecasting recoveries in debt collection: Debt collectors and information production," European Financial Management, European Financial Management Association, vol. 26(3), pages 537-559, June.
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Keywords
Credit risk; Collection process; LGD modelling;All these keywords.
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