Functional clustering of NPLs recovery curves-Reference-Cited by-同舟云学术

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Functional clustering of NPLs recovery curves

Published:2024-10 Issue: Volume:95 Page:102018
ISSN:0038-0121
Container-title:Socio-Economic Planning Sciences
language:en
Short-container-title:Socio-Economic Planning Sciences

Author:

Carleo Alessandra^ORCID,Rocci Roberto^ORCID

Publisher

Elsevier BV

Reference33 articles.

1. Benchmarking regression algorithms for loss given default modeling;Loterman;Int J Forecast,2012

2. Modeling recovery rates of small- and medium-sized entities in the US;Min;Mathematics,2020

3. Comparison of modeling methods for Loss Given Default;Qi;J Bank Financ,2011

4. Weighted quantile regression forests for bimodal distribution modeling: A loss given default case;Gostkowski;Entropy,2020

5. Downturn LGD modeling using quantile regression;Krüger;J Bank Financ,2017

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