Comparing debt characteristics and LGD models for different collections policies
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References listed on IDEAS
- Somers, Mark & Whittaker, Joe, 2007. "Quantile regression for modelling distributions of profit and loss," European Journal of Operational Research, Elsevier, vol. 183(3), pages 1477-1487, December.
- Stefano Caselli & Stefano Gatti & Francesca Querci, 2008. "The Sensitivity of the Loss Given Default Rate to Systematic Risk: New Empirical Evidence on Bank Loans," Journal of Financial Services Research, Springer;Western Finance Association, vol. 34(1), pages 1-34, August.
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- Fedaseyeu, Viktar & Hunt, Robert M., 2014.
"The economics of debt collection: enforcement of consumer credit contracts,"
14-7, Federal Reserve Bank of Philadelphia.
- Fedaseyeu, Viktar & Hunt, Robert M., 2018. "The Economics of Debt Collection: Enforcement of Consumer Credit Contracts," Working Papers 18-4, Federal Reserve Bank of Philadelphia, revised 01 Nov 2015.
- Fedaseyeu, Viktar & Hunt, Robert M., 2015. "The economics of debt collection: enforcement of consumer credit contracts," Working Papers 15-43, Federal Reserve Bank of Philadelphia, revised 29 Jan 2018.
- Robert Hunt & Viktar Fedaseyeu, 2015. "The Economics of Debt Collection: Enforcement of Consumer Credit Contracts," 2015 Meeting Papers 1244, Society for Economic Dynamics.
- repec:wsi:ijtafx:v:20:y:2017:i:04:n:s0219024917500236 is not listed on IDEAS
- 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.
More about this item
KeywordsCredit risk; Collection process; LGD modelling;
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