Discontinuity in Relative Credit Losses: Evidence from Defaults on Government-Insured Residential Mortgages
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- Magdalena Brygała, 2022. "Consumer Bankruptcy Prediction Using Balanced and Imbalanced Data," Risks, MDPI, vol. 10(2), pages 1-13, January.
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More about this item
Keywords
discontinuity; credit risk; mortgage default; government mortgage lending programs; loss evaluation.;All these keywords.
JEL classification:
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- R20 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Household Analysis - - - General
- R58 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Regional Government Analysis - - - Regional Development Planning and Policy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-IAS-2016-07-30 (Insurance Economics)
- NEP-RMG-2016-07-30 (Risk Management)
- NEP-UPT-2016-07-30 (Utility Models and Prospect Theory)
- NEP-URE-2016-07-30 (Urban and Real Estate Economics)
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