Leow Mindy

Mindy Leow

Information about the author Mindy Leow will soon be added to the site.
Found 4 papers in total
The stability of survival model parameter estimates for predicting the probability of default: Empirical evidence over the credit crisis
The stability of survival model parameter estimates for predicting the probability of default: Empirical evidence over the credit crisis
2016
Using a large portfolio of credit card loans observed between 2002 and 2011 provided...
A new Mixture model for the estimation of credit card Exposure at Default
A new Mixture model for the estimation of credit card Exposure at Default
2016
Using a large portfolio of historical observations on defaulted loans, we estimate...
The economy and loss given default: evidence from two UK retail lending data sets
The economy and loss given default: evidence from two UK retail lending data sets
2014
Loss given default (LGD) models predict losses as a proportion of the outstanding...
Predicting loss given default (LGD) for residential mortgage loans: A two‐stage model and empirical evidence for UK bank data
Predicting loss given default (LGD) for residential mortgage loans: A two‐stage model and empirical evidence for UK bank data
2012
With the implementation of the Basel II regulatory framework, it became increasingly...
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