11 citations · 18 across the 5 of their papers we have counts for
Showing 2020Show all
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q-fin.RM2020★ 3 cited
The loss optimisation of loan recovery decision times using forecast cash flows
Arno Botha, Conrad Beyers, Pieter de Villiers
A theoretical method is empirically illustrated in finding the best time to forsake a loan such that the overall credit loss is minimised. This is predicated by forecasting the fut…
q-fin.RM2020★ 11 cited
Simulation-based optimisation of the timing of loan recovery across different portfolios
Arno Botha, Conrad Beyers, Pieter de Villiers
A novel procedure is presented for the objective comparison and evaluation of a bank's decision rules in optimising the timing of loan recovery. This procedure is based on finding…