细节中的魔鬼：通过多状态建模对宏观经济驱动因素的贷款组合盈利能力进行动态预测

IF 6 2区管理学 Q1 OPERATIONS RESEARCH & MANAGEMENT SCIENCE

European Journal of Operational Research Pub Date : 2025-07-17 DOI:10.1016/j.ejor.2025.07.008

Viani B. Djeundje, Jonathan Crook, Galina Andreeva

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引用次数: 0

摘要

在典型的贷款组合中，如抵押贷款和信用卡，许多账户在最终恢复、全额偿还余额或违约之前，经常会经历不同的拖欠阶段。从贷款人的角度来看，这些事件，加上经济状况，可以显著影响现金流和盈利能力。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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The devil in the details: Dynamic Prediction of loan portfolio profitability with macroeconomic drivers through multi-state modelling

In typical loan portfolios such as mortgages and credit cards, many accounts often experience different stages of delinquency before eventually recovering, fully repaying their balance, or defaulting. From the lender perspective, these events, coupled with the state of the economy, can affect cash-flow and profitability significantly.

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来源期刊

European Journal of Operational Research 管理科学-运筹学与管理科学

CiteScore

11.90

自引率

9.40%

发文量

786

审稿时长

8.2 months

期刊介绍： The European Journal of Operational Research (EJOR) publishes high quality, original papers that contribute to the methodology of operational research (OR) and to the practice of decision making.