Forecasting recovery rates on non-performing loans with machine learning

Anthony Bellotti, Damiano Brigo, Paolo Gambetti and Frédéric Vrins

No 2020002, LIDAM Discussion Papers LFIN from Université catholique de Louvain, Louvain Finance (LFIN)

Keywords: loss given default; credit risk; defaulted loans; debt collection; superior set of models (search for similar items in EconPapers)
Date: 2020-01-01
New Economics Papers: this item is included in nep-ban, nep-big, nep-cmp, nep-fdg, nep-for and nep-rmg
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Journal Article: Forecasting recovery rates on non-performing loans with machine learning (2021)
Working Paper: Forecasting recovery rates on non-performing loans with machine learning (2020)
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