کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1140126 956713 2009 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی کنترل و سیستم های مهندسی
پیش نمایش صفحه اول مقاله
Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models
چکیده انگلیسی

The New Basel accord has highlighted the need for models of the credit risk in portfolios of consumer loans. There are really no such models of the risks in consumer loan portfolios even though there is a well established industry – credit scoring – in modelling the risk of individual loans. Yet there are a number of models of the credit risk of portfolios of corporate loans. This paper discusses if and how one could use equivalent approaches to building such models in consumer lending even if the models themselves cannot translate across because of the assumptions underlying them.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Mathematics and Computers in Simulation - Volume 79, Issue 8, April 2009, Pages 2525–2534
نویسندگان
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