Forecasting net charge-off rates of banks: What model works best?
The purpose of this paper is to focus on the losses of two very big banks, Citigroup (Citi) and Wells Fargo & Company (Wells Fargo), and two very small banks, First Busey Corporation (Busey) and Capital City Bank Group (Capital), over the period 1991–2016. The federal government actually bai...
| Main Authors: | , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2018-07-01
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| Series: | Quantitative Finance and Economics |
| Subjects: | |
| Online Access: | http://www.aimspress.com/article/10.3934/QFE.2018.3.554/fulltext.html |