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Measuring credit card industry chargeoffs: a review of sources and methods

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Author Info
Mark Furletti
Abstract

The percentage of credit card loans that are charged off by card issuers during a particular month or quarter is an important metric. It provides insights into the financial health of the credit card industry and the U.S. consumer. After offering a brief overview of credit card chargeoff reporting, this paper describes five different chargeoff statistics in detail. Sampling techniques, frequency, availability, and calculation methods for each statistic are discussed and compared. One of the paper’s key findings is that the various on-balance-sheet and off-balance-sheet chargeoff measures, after moving in the same general direction for almost a decade, have recently diverged and become less correlated.

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Publisher Info
Paper provided by Federal Reserve Bank of Philadelphia in its series Payment Cards Center Discussion Paper with number 03-15.

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Date of creation: 2003
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Handle: RePEc:fip:fedpdp:03-15

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Related research
Keywords: Credit cards;

Cited by:
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  1. Igor Livshits & James MacGee & Michele Tertilt, 2006. "Accounting for the Rise in Consumer Bankruptcies," University of Western Ontario, RBC Financial Group Economic Policy Research Institute Working Papers 20066, University of Western Ontario, RBC Financial Group Economic Policy Research Institute. [Downloadable!]
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This page was last updated on 2009-11-27.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.