Forecasting and stress testing credit card default using dynamic models-Reference-Cited by-同舟云学术

Forecasting and stress testing credit card default using dynamic models

Published:2013-10 Issue:4 Volume:29 Page:563-574
ISSN:0169-2070
Container-title:International Journal of Forecasting
language:en
Short-container-title:International Journal of Forecasting

Author:

Bellotti Tony,Crook Jonathan

Publisher

Elsevier BV

Subject

Business and International Management

Reference33 articles.

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4. Basel Committee on Banking Supervision (BCBS) (2006). Basel II: international convergence of capital measurement and capital standards. www.bis.org/publ/bcbsca.htm.

5. Credit scoring with macroeconomic variables using survival analysis;Bellotti;Journal of the Operational Research Society,2009

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