Building a Credit Model Using GSE Loan-Level Data

被引：1
|
作者：
Anderson, Scott [1 ]
Jozwik, Janet [1 ]
机构：
[1] RiskSpan Inc, Vienna, VA 22182 USA
来源：
JOURNAL OF STRUCTURED FINANCE | 2014年 / 20卷 / 01期
关键词：
D O I：
10.3905/jsf.2014.20.1.019
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：19 / 36
页数：18
相关论文
共 50 条
  • [1] Bank competition and the price of credit: Evidence using Mexican loan-level data*
    Canon, Carlos
    Cortes, Edgar
    Guerrero, Rodolfo
    [J]. INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2022, 79 : 56 - 74
  • [2] A Look at Freddie Mac's Loan-Level Credit Performance Data
    Goodman, Laurie S.
    Landy, Brian
    Ashworth, Roger
    Yang, Lidan
    [J]. JOURNAL OF STRUCTURED FINANCE, 2014, 19 (04): : 52 - 61
  • [3] A Loan-level Investigation of Chinese Credit Guarantee
    Fong, Wai-Ming
    Liu, Ming
    Yu, Xiaojian
    [J]. CHINESE ECONOMY, 2020, 53 (06) : 433 - 454
  • [4] Negative equity in Ireland: estimates using loan-level data
    Duffy, David
    O'Hanlon, Niall
    [J]. JOURNAL OF EUROPEAN REAL ESTATE RESEARCH, 2014, 7 (03) : 327 - 344
  • [5] How does bank competition affect credit risk? Evidence from loan-level data
    Martin-Oliver, Alfredo
    Ruano, Sonia
    Salas-Fumas, Vicente
    [J]. ECONOMICS LETTERS, 2020, 196
  • [6] Identifying ever-greening: Evidence using loan-level data
    Tantri, Prasanna
    [J]. JOURNAL OF BANKING & FINANCE, 2021, 122
  • [7] Increasing Transparency and Opportunity with Loan-Level Performance Data
    Colling, Dave
    Samborn, Kevin
    [J]. JOURNAL OF STRUCTURED FINANCE, 2012, 18 (03): : 70 - 76
  • [8] Auto ABS Loan-Level Data: Improved Risk Analysis
    Yang, Yini
    Zhang, Joy
    Zhang, Jiawei ''David''
    [J]. JOURNAL OF STRUCTURED FINANCE, 2022, 27 (04): : 31 - 42
  • [9] Contagious Effects of a Political Intervention in Debt Contracts: Evidence Using Loan-Level Data
    Tantri, Prasanna L.
    [J]. REVIEW OF FINANCIAL STUDIES, 2018, 31 (11): : 4556 - 4592
  • [10] Big tech credit score and default risk --Evidence from loan-level data of a representative microfinance company in China
    Dong, Yingwei
    Gou, Qin
    Qiu, Han
    [J]. CHINA ECONOMIC REVIEW, 2023, 81
12345