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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Ltd.
2021
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| Materias: | |
| 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 |