141 search results - page 1 / 29 » Structural models in consumer credit |
EOR
2007
13 years 5 months ago
2007
We propose a structural credit risk model for consumer lending using option theory and the concept of the value of the consumer’s reputation. Using Brazilian empirical data and ...
WSC
2004
13 years 6 months ago
2004
Staffing decisions in a consumer credit origination environment have a significant impact on the financial institution's costs as well as customer service levels. Staff resou...
JORS
2010
12 years 11 months ago
2010
The Basel New Accord which is being implemented throughout the banking world on 1 January 2007 has made a significant difference to the use of modelling within financial organisat...
ESWA
2007
13 years 5 months ago
2007
The credit card industry has been growing rapidly recently, and thus huge numbers of consumers’ credit data are collected by the credit department of the bank. The credit scorin...
MANSCI
2007
13 years 4 months ago
2007
We develop a structural model of credit risk in a network economy, where any firm can lend to any other firm, so that each firm is subject to counterparty risk either from dire...