Exposición al default: estimación para un portafolio de tarjeta de crédito
[Exposure to default: estimation for a credit card portfolio]
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More about this item
Keywords
Expected loss; Credit risk; Exposure at default; Generalized linear models; Gamma Distribution; Machine Learning;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2022-04-25 (Big Data)
- NEP-ORE-2022-04-25 (Operations Research)
- NEP-RMG-2022-04-25 (Risk Management)
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