کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
7408808 1481454 2012 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Comparing debt characteristics and LGD models for different collections policies
موضوعات مرتبط
علوم انسانی و اجتماعی مدیریت، کسب و کار و حسابداری کسب و کار و مدیریت بین المللی
پیش نمایش صفحه اول مقاله
Comparing debt characteristics and LGD models for different collections policies
چکیده انگلیسی
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, the details will be significantly different. In particular, the form of the LGD distribution suggests that one needs to split the distribution in different ways in the two cases, as well as using different variables. The comparisons are made using two data sets of the collection outcomes from two sets of unsecured consumer defaulters.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: International Journal of Forecasting - Volume 28, Issue 1, January–March 2012, Pages 196-203
نویسندگان
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