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Thomas et al., 2012 - Google Patents

Comparing debt characteristics and LGD models for different collections policies

Thomas et al., 2012

Document ID
7570923380806679819
Author
Thomas L
Matuszyk A
Moore A
Publication year
Publication venue
International Journal of Forecasting

External Links

Snippet

This paper discusses the similarities and differences in the collection process between in- house and 3rd party collection. The objective is to show that, although the same type of modelling approach to estimating the Loss Given Default (LGD) can be used in both cases …
Continue reading at www.sciencedirect.com (other versions)

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