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CONSUMER CREDIT DELINQUENCY AND BANKRUPTCY FORECASTING USING ADVANCED ECONOMETRC MODELING

Tingting Ji

MPRA Paper from University Library of Munich, Germany

Abstract: This research paper empirically shows that unemployment is significant in determining both consumer bankruptcy filings and delinquency even after controlling for household demographics. Furthermore, I show that unemployment and the debt/wealth ratio also affect the choice of whether to file for bankruptcy under chapter 7 or chapter 13, after controlling for demographics. The paper then points out some of the implications the empirical results have for policy-makers and banking regulators.

Keywords: consumer credit risk; delinquency; bankruptcy; advanced empirical econometrics; financial economics; consumer finance (search for similar items in EconPapers)
JEL-codes: C51 E21 E24 G0 G11 G20 G21 (search for similar items in EconPapers)
Date: 2004-10-30
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:3187

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