Exploring the sources of loan default clustering using survival analysis with frailty
Year of publication: |
2021
|
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Authors: | Bátiz-Zuk, Enrique ; Mohamed, Abdulkadir ; Sánchez-Cajal, Fátima |
Publisher: |
Ciudad de México : Banco de México |
Subject: | Credit risk | Parametric survival analysis | Accelerated Failure Time (AFT) models | Shared frailty models | IFRS 9 |
Series: | Working Papers ; 2021-14 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1772062774 [GVK] hdl:10419/251285 [Handle] RePEc:bdm:wpaper:2021-14 [RePEc] |
Classification: | C53 - Forecasting and Other Model Applications ; C41 - Duration Analysis ; C25 - Discrete Regression and Qualitative Choice Models ; G38 - Government Policy and Regulation |
Source: |
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Exploring the sources of loan default clustering using survival analysis with frailty
Bátiz-Zuk, Enrique, (2021)
-
Exploring The Sources of Loan Default Clustering Using Survival Analysis With Frailty
Bátiz-Zuk, Enrique, (2022)
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Macroeconomic approach to point in time probability of default modeling : IFRS 9 challenges
Đurović, Andrija, (2019)
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Exploring the sources of loan default clustering using survival analysis with frailty
Bátiz-Zuk, Enrique, (2021)
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Batiz-Zuk, Enrique, (2022)
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