most citedLoss Rate Forecasting Framework Based on Macroeconomic Changes: Application to US Credit Card Industry

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Loss Rate Forecasting Framework Based on Macroeconomic Changes: Application to US Credit Card Industry

Sajjad Taghiyeh, David C Lengacher, Robert B Handfield

A major part of the balance sheets of the largest US banks consists of credit card portfolios. Hence, managing the charge-off rates is a vital task for the profitability of the cre…