Modelling credit risk of portfolio of consumer loans

Journal of the Operational Research Society

Volumn 61, Issue 3, 2010, Pages 411-420

  Malik, M ^a   Thomas, L C ^a  

^a UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

Author keywords

Credit risk; Credit scoring; Finance; Survival analysis

Indexed keywords

FINANCE; RISK PERCEPTION;

CONSUMER LENDING; CORPORATE BOND; COX PROPORTIONAL HAZARD MODEL; CREDIT RISKS; CREDIT SCORING; PROBABILITY OF DEFAULTS; SIMULATION APPROACH; SURVIVAL ANALYSIS;

RISK ASSESSMENT;

EID: 76849083762     PISSN: 01605682     EISSN: 14769360     Source Type: Journal    
DOI: 10.1057/jors.2009.123     Document Type: Conference Paper

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