3.30 pm, Seminar Hall Survival Analysis Models in Credit Risk (Talk followed by a short presentation about analytics in Ford and a Q & A session) T.P.M. Fareed Ford Motor Credit Company, Chennai. 02-04-14 Abstract Consider a portfolio of loan accounts. Our objective is to answer the following: 1. Estimate the likelihood that a customer in the portfolio will default / pay off. 2. If default, when will it occur? Or, what is the likelihood that the customer will default in the t-th month after origination? 3. If pay off, when will it occur? Or, what is the likelihood that the customer will pay off in the t-th month after origination? 4. When an account will be liquidated? Or, what is the likelihood that an account will be closed in the t-th month after origination? We discuss a unified approach and will provide a list of applications of the suggested models.
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