Pitfalls in modeling loss given default of bank loans
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References listed on IDEAS
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- Tanoue, Yuta & Kawada, Akihiro & Yamashita, Satoshi, 2017. "Forecasting loss given default of bank loans with multi-stage model," International Journal of Forecasting, Elsevier, vol. 33(2), pages 513-522.
More about this item
KeywordsCredit risk; Bank loans; Loss given default; Forecasting;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2012-02-20 (Banking)
- NEP-CFN-2012-02-20 (Corporate Finance)
- NEP-RMG-2012-02-20 (Risk Management)
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