What can credit vintages tell us about non-performing loans?
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More about this item
KeywordsCosechas de crédito; cartera en mora; regresiones penalizadas; estimadores intrínsecos; credit vintages; non-performing loans; elastic net regressions; intrinsic estimators.;
All these keywords.
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CWA-2021-03-01 (Central & Western Asia)
- NEP-FDG-2021-03-01 (Financial Development & Growth)
- NEP-RMG-2021-03-01 (Risk Management)
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