Accuracy of mortgage portfolio risk forecasts during financial crises (Q320969): Difference between revisions
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| Property / cites work: Credit scoring with macroeconomic variables using survival analysis / rank | |||
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| Property / cites work: Recent developments in consumer credit risk assessment / rank | |||
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| Property / cites work: Backtesting Parametric Value-at-Risk With Estimation Risk / rank | |||
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| Property / cites work: Modeling frailty-correlated defaults using many macroeconomic covariates / rank | |||
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| Property / cites work: Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors / rank | |||
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| Property / cites work: Mixture cure models in credit scoring: if and when borrowers default / rank | |||
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Latest revision as of 16:00, 12 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accuracy of mortgage portfolio risk forecasts during financial crises |
scientific article |
Statements
Accuracy of mortgage portfolio risk forecasts during financial crises (English)
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7 October 2016
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Bayesian estimation
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maximum likelihood estimation
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model risk
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mortgage
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value-at-risk
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