Modelling recovery rates for non-performing loans

Keyphrases

• Non-performing Loans 100%
• Recovery Rate 100%
• Debt Collection 50%
• Linear Regression 50%
• Beta Mixture Model 50%
• Capital Requirements 25%
• Logistic Regression Model 25%
• European Countries 25%
• Risk Assessment 25%
• Least Absolute Shrinkage and Selection Operator (LASSO) 25%
• Two-stage Model 25%
• Inflated beta Regression 25%
• Loan Characteristics 25%
• Bad Debts 25%
• Beta Regression 25%
• Business Recovery 25%
• Intended Use 25%
• Collection Data 25%
• K-fold Cross-validation 25%
• Multimodal Distribution 25%
• Quantitative Performance Measures 25%
• Debt Management 25%
• Regression Linear 25%
• Data Prior 25%

Computer Science

• Performance Measure 100%
• Fold Cross Validation 100%
• Logistic Regression Model 100%
• European Country 100%

Economics, Econometrics and Finance

• Non-Performing Loan 100%
• Credit 50%
• Capital Requirements 50%
• Logit Model 50%
• Business Recovery 50%
• Debt Management 50%