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Forecasting recoveries in debt collection: Debt collectors and information production

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  • Johannes Kriebel
  • Kevin Yam

Abstract

Recent theoretical work suggests that debt collection agencies play an important role in gathering and processing debtor information. We study a comprehensive data set with information provided by original creditors and information gathered in third‐party debt collection. In line with the theoretical results, the initial information is sparse and the gathered information is essential for better‐informed predictions.

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  • 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.
    • Handle: RePEc:bla:eufman:v:26:y:2020:i:3:p:537-559
    DOI: 10.1111/eufm.12242
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    References listed on IDEAS

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    1. 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.

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