Bellotti Tony

Tony Bellotti

Information about the author Tony Bellotti will soon be added to the site.
Found 3 papers in total
Models and forecasts of credit card balance
Models and forecasts of credit card balance
2016
Credit card balance is an important factor in retail finance. In this article we...
Retail credit stress testing using a discrete hazard model with macroeconomic factors
Retail credit stress testing using a discrete hazard model with macroeconomic factors
2014
Retail credit models are implemented using discrete survival analysis, enabling...
Loss given default models incorporating macroeconomic variables for credit cards
Loss given default models incorporating macroeconomic variables for credit cards
2012
Based on UK data for major retail credit cards, we build several models of Loss Given...
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