Nithi Sopitpongstorn

Monash Business School

Wellington Road

Clayton, Victoria 3168

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

274

CITATIONS

0

Scholarly Papers (3)

1.

Nonlinear and Semi-Parametric Modelling of Personal Loan Credit Scoring

26th Australasian Finance and Banking Conference 2013
Number of pages: 38 Posted: 16 Aug 2013
Nithi Sopitpongstorn, Jean-Pierre Fenech and Param Silvapulle
Monash Business School, Monash University and Monash University - Department of Econometrics & Business Statistics
Downloads 183 (162,473)

Abstract:

Loading...

Consumer loans, Credit scoring, Probability of default, Generalized additive model, Neural networks

2.

Non- and Semi-Parametric Quantile Models for Recovery Rate

29th Australasian Finance and Banking Conference 2016
Number of pages: 42 Posted: 22 Aug 2016 Last Revised: 24 Aug 2016
Nithi Sopitpongstorn, Jiti Gao, Param Silvapulle and Xibin Zhang
Monash Business School, Monash University - Department of Econometrics & Business Statistics, Monash University - Department of Econometrics & Business Statistics and Monash University
Downloads 56 (363,916)

Abstract:

Loading...

Loss given default, Credit risk, Borrower characteristics, Nonlinear models, Local constant method

3.

Local Logit Regression for Recovery Rate

Number of pages: 42 Posted: 16 Oct 2017 Last Revised: 17 Oct 2017
Nithi Sopitpongstorn, Param Silvapulle and Jiti Gao
Monash Business School, Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics & Business Statistics
Downloads 35 (438,916)

Abstract:

Loading...

loss given default, credit risk, nonlinearity, kernel estimation, defaulted debt, simulation