George Krivorotov

Government of the United States of America - Office of the Comptroller of the Currency (OCC)

Senior Financial Economist

400 7th Street SW

Washington, DC 20219

United States

SCHOLARLY PAPERS

6

DOWNLOADS

1,106

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

Machine Learning-Based Profit Modeling for Credit Card Underwriting - Implications for Credit Risk

Journal of Banking and Finance, Vol. 149, No. 106785, 2023
Number of pages: 54 Posted: 01 Jul 2020 Last Revised: 01 Feb 2023
George Krivorotov
Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 571 (86,557)

Abstract:

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Machine Learning, Credit Risk, Credit Cards, Consumer Finance, Profit Models

2.

Sectoral Transition Risk in an Environmentally Extended Production Network Model

Number of pages: 51 Posted: 01 Jun 2022 Last Revised: 05 Dec 2022
George Krivorotov
Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 213 (255,913)

Abstract:

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Production network, value chain, transition risk, climate risk, carbon tax, green subsidy, industry dynamics

3.

AVMs versus Appraisals in Refinances: Evaluating Anchoring Bias through Relative Risk Identification

Number of pages: 50 Posted: 11 Jun 2020 Last Revised: 14 Sep 2021
George Krivorotov and Michael LaCour-Little
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and California State University - Fullerton - Department of Finance
Downloads 138 (368,587)

Abstract:

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Appraisal Bias, AVM, Refinancing, Mortgage Delinquency

4.

Explaining Denials: Adverse Action Codes and Machine Learning in Credit Decisioning

Number of pages: 46 Posted: 17 Jun 2022
George Krivorotov and Jeremiah Richey
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Office of the Comptroller of the Currency
Downloads 137 (370,677)

Abstract:

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Machine Learning Explainability, Credit Risk Modeling, Shapley, Adverse Action Codes

5.

The Effect of Community College Tuition Subsidies on College Enrollment and Labor Market Outcomes

Number of pages: 54 Posted: 27 Jul 2022
George Krivorotov
Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 31 (814,091)

Abstract:

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College premium; heterogeneous agents models; community college; tuition

6.

The Rising Option Value of College and Trends in Time to Baccalaureate Degree

Number of pages: 49 Posted: 27 Jul 2022
George Krivorotov
Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 16 (950,287)

Abstract:

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Time to degree; Bayesian updating; College premium