Modelling spatial dependence for Loss Given Default in peer-to-peer lending
R Calabrese, L Zanin - Expert Systems with Applications, 2022 - Elsevier
We propose estimating a model for Loss Given Default (LGD) that allows accounting for
spatial dependence between peer-to-peer (P2P) loans. We suggest the LGD two-stage …
spatial dependence between peer-to-peer (P2P) loans. We suggest the LGD two-stage …
Modelling Spatial Dependence for Loss Given Default in Peer-To-Peer Lending
R Calabrese, L Zanin - Expert Systems with Applications, 2022 - papers.ssrn.com
We propose estimating a model for Loss Given Default (LGD) that allows accounting for
spatial dependence between peer-to-peer (P2P) loans. We suggest the LGD two-stage …
spatial dependence between peer-to-peer (P2P) loans. We suggest the LGD two-stage …
[PDF][PDF] Modelling spatial dependence for Loss Given Default in Peer-to-Peer Lending
R Calabrese, L Zanin, PT e Trieste - 2021 - researchgate.net
We propose estimating a model for Loss Given Default (LGD) that allows accounting for
spatial dependence between peer-to-peer (P2P) loans. We suggest the LGD two-stage …
spatial dependence between peer-to-peer (P2P) loans. We suggest the LGD two-stage …
Modelling spatial dependence for Loss Given Default in peer-to-peer lending
R Calabrese, L Zanin - 2022 - dl.acm.org
We propose estimating a model for Loss Given Default (LGD) that allows accounting for
spatial dependence between peer-to-peer (P2P) loans. We suggest the LGD two-stage …
spatial dependence between peer-to-peer (P2P) loans. We suggest the LGD two-stage …