Accuracy of mortgage portfolio risk forecasts during financial crises (Q320969): Difference between revisions

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+Credit scoring with macroeconomic variables using survival analysis
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+Recent developments in consumer credit risk assessment
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+Backtesting Parametric Value-at-Risk With Estimation Risk
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+Modeling frailty-correlated defaults using many macroeconomic covariates
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+Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors
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+Mixture cure models in credit scoring: if and when borrowers default
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+Publication:320969