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Forecasting for regulatory credit loss derived from the COVID-19 pandemic: A machine learning approach()

The economic onslaught of the COVID-19 pandemic has compromised the risk management of financial institutions. The consequences related to such an unprecedented situation are difficult to foresee with certainty using traditional methods. The regulatory credit loss attached to defaulted mortgages, so...

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Detalles Bibliográficos
Autores principales: González, Marta Ramos, Ureña, Antonio Partal, Fernández-Aguado, Pilar Gómez
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9933877/
https://www.ncbi.nlm.nih.gov/pubmed/36814639
http://dx.doi.org/10.1016/j.ribaf.2023.101907