Anthony Bellotti

Imperial College London

Senior Lecturer

South Kensington Campus

Imperial College

LONDON, SW7 2AZ

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

385

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Estimating Unbiassed Expected Loss, with Application to Consumer Credit

Number of pages: 23 Posted: 13 Feb 2017
Anthony Bellotti
Imperial College London
Downloads 288 (105,459)

Abstract:

Loading...

Expected Loss, Consumer credit

2.

Forecasting Recovery Rates on Non-Performing Loans with Machine Learning

Credit Scoring and Credit Control Conference XVI
Number of pages: 29 Posted: 12 Aug 2019 Last Revised: 06 Sep 2019
Imperial College London, Imperial College London - Department of Mathematics, Louvain Finance Center (LFIN), UCLouvain and Louvain Finance Center (LFIN), UC Louvain
Downloads 56 (372,287)

Abstract:

Loading...

Risk Management, Recovery Rate, Non-Performing Loans, Forecasting

3.

Modelling Recovery Rates for Non-performing Loans

Number of pages: 22 Posted: 20 Oct 2018
Anthony Bellotti and Hui Ye
Imperial College London and Imperial College London - Department of Mathematics
Downloads 41 (420,863)

Abstract:

Loading...

LGD recovery, non-performing loan, beta regression