Loss rate forecasting framework based on macroeconomic changes: Application to US credit card industry

A major part of the balance sheets of the largest U.S. banks consists of credit card portfolios. Hence, managing the charge-off rates is a vital task for the profitability of the credit card industry. Different macroeconomic conditions affect individuals’ behavior in paying down their debts. In this...

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Detalles Bibliográficos
Autores principales: Taghiyeh, Sajjad, Lengacher, David C., Handfield, Robert B.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7481134/
https://www.ncbi.nlm.nih.gov/pubmed/32929309
http://dx.doi.org/10.1016/j.eswa.2020.113954

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7481134/
https://www.ncbi.nlm.nih.gov/pubmed/32929309
http://dx.doi.org/10.1016/j.eswa.2020.113954

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