Risk and risk management in the credit card industry

Risk and risk management in the credit card industry

Using account-level credit card data from six major commercial banks from January 2009 to December 2013, we apply machine-learning techniques to combined consumer tradeline, credit bureau, and macroeconomic variables to predict delinquency. In addition to providing accurate measures of loss probabil...

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Bibliographic Details
Main Authors: Butaru, Florentin (Author), Chen, Qingqing (Author), Clark, Brian (Author), Das, Sanmay (Author), Siddique, Akhtar (Author), Lo, Andrew W (Contributor)
Other Authors: Massachusetts Institute of Technology. Computer Science and Artificial Intelligence Laboratory (Contributor), Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science (Contributor), Sloan School of Management (Contributor)
Format: Article
Language:English
Published: Elsevier, 2017-05-15T15:28:05Z.
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