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

657

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

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

Number of pages: 55 Posted: 01 Jul 2020 Last Revised: 09 Aug 2022
George Krivorotov
Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 358 (123,453)

Abstract:

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

2.

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
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and California State University at FullertonFederal National Mortgage Association (Fannie Mae)
Downloads 107 (362,186)

Abstract:

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Appraisal Bias, AVM, Refinancing, Mortgage Delinquency

3.

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 94 (394,072)

Abstract:

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

4.

Sectoral Transition Risk in an Environmentally Extended Production Network Model

Number of pages: 50 Posted: 01 Jun 2022 Last Revised: 30 Nov 2022
George Krivorotov
Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 86 (416,413)

Abstract:

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

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 7 (863,011)

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 5 (885,709)

Abstract:

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Time to degree; Bayesian updating; College premium