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COVID-19 and auto loan origination trends
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Can we take the "stress" out of stress testing?
applications of generalized structural equation modeling to consumer finance -
From incurred loss to Current Expected Credit Loss (CECL)
a forensic analysis of the allowance for loan losses in unconditionally cancelable credit card portfolios -
From incurred loss to Current Expected Credit Loss (CECL)
a forensic analysis of the allowance for loan losses in unconditionally cancelable credit card portfolios -
Credit risk analysis of credit card portfolios under economic stress conditions
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Consumer risk appetite, the credit cycle, and the housing bubble
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Credit risk modeling in segmented portfolios
an application to credit cards -
Forecasting credit card portfolio losses in the Great Recession
a study in model risk -
Endogenous/exogenous segmentation in the A-IRB framework and the pro-cyclicality of capital
an application to mortgage portfolios