Pages that link to "Item:Q320969"
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The following pages link to Accuracy of mortgage portfolio risk forecasts during financial crises (Q320969):
Displaying 7 items.
- Assessment of mortgage default risk via Bayesian state space models (Q386733) (← links)
- Systematic effects among loss given defaults and their implications on downturn estimation (Q1653399) (← links)
- Predicting loss severities for residential mortgage loans: a three-step selection approach (Q1754749) (← links)
- A Bayesian approach to modeling mortgage default and prepayment (Q1755411) (← links)
- Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors (Q1994418) (← links)
- Benchmarking forecast approaches for mortgage credit risk for forward periods (Q2077950) (← links)
- Rating frailty, Bayesian updates, and portfolio credit risk analysis* (Q5079370) (← links)