Forecasting bank loans loss-given-default
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More about this item
KeywordsLoss-given-default; Forecasting; Bank loans; Fractional response regression; Regression trees;
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- 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-ALL-2009-05-16 (All new papers)
- NEP-BAN-2009-05-16 (Banking)
- NEP-BEC-2009-05-16 (Business Economics)
- NEP-FMK-2009-05-16 (Financial Markets)
- NEP-FOR-2009-05-16 (Forecasting)
- NEP-RMG-2009-05-16 (Risk Management)
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