Credit Risk Modeling for Online Consumer Loans

@inproceedings{Dixon2015CreditRM,
  title={Credit Risk Modeling for Online Consumer Loans},
  author={Matthew Dixon and Litong Dong},
  year={2015}
}
Institutional investors and investment managers seek to better characterize the credit risk of online consumer loans. This article describes how to prepare the data and build a credit risk model that can be used for a number of applications including generating alpha, issuing protection and securitizing loans into bonds with the desired risk/reward profile… CONTINUE READING