Credit risk modeling in segmented portfolios: an application to credit cards
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More about this item
Keywords
Credit cards; Credit risk; Stress test; Risk segmentation;All these keywords.
JEL classification:
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2015-02-11 (Banking)
- NEP-RMG-2015-02-11 (Risk Management)
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