Citibank Models Credit Risk on Hybrid Mortgage Loans in Taiwan
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DOI: 10.1287/inte.1050.0142
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References listed on IDEAS
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Cited by:
- He, Ping & Hua, Zhongsheng & Liu, Zhixin, 2015. "A quantification method for the collection effect on consumer term loans," Journal of Banking & Finance, Elsevier, vol. 57(C), pages 17-26.
- Zhixin Liu & Ping He & Bo Chen, 2019. "A Markov decision model for consumer term-loan collections," Review of Quantitative Finance and Accounting, Springer, vol. 52(4), pages 1043-1064, May.
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Keywords
financial institutions: banks; forecasting: applications;Statistics
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