loss forecasting models - SERP Analysis

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https://www.experian.com/blogs/insights/loss-forecasting/

https://www.youtube.com/watch?v=726Q05k8n3k

https://www.linkedin.com/pulse/cecl-loss-forecasting-yuvaraj-pandey

https://www.fdic.gov/analysis/cfr/2007/apr/chava.pdf

https://cer.business-school.ed.ac.uk/wp-content/uploads/sites/55/2017/02/Prediction-Errors-in-Credit-Loss-Forecasting-Models-Based-on-Macroeconomic-Data-Eric-McVittie.pdf

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https://www.workiva.com/blog/cecl-current-expected-credit-loss

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https://fastercapital.com/content/Loss-forecasting--Accurate-Loss-Forecasting-with-Advanced-Default-Models.html

https://www.sciencedirect.com/science/article/abs/pii/S0957417420307399

https://publications.aaahq.org/accounting-review/article/97/7/319/361/Expected-Loan-Loss-Provisioning-An-Empirical-Model

https://www.youtube.com/watch?v=CTJkj-yvEPE

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https://pmc.ncbi.nlm.nih.gov/articles/PMC7481134/

https://www.oracle.com/a/ocom/docs/industries/financial-services/ofs-loan-loss-forecasting-ds.pdf

https://www.moodys.com/web/en/us/insights/banking/mortgage-models-for-cecl-bottom-up-approach.html

https://experts.illinois.edu/en/publications/permanent-layoff-and-consumer-credit-card-loss-forecasting

https://www.risk.net/the-new-impairment-model-under-ifrs-9-and-cecl/5845541/loss-forecasting-retail-and-commercial-portfolios-for-cecl

https://www.youtube.com/watch?v=AK40QkV_J_U

https://statcompute.wordpress.com/2012/03/06/modeling-practices-of-loss-forecasting-for-consumer-banking-portfolio/

https://hstalks.com/article/3706/forecasting-lifetime-credit-losses-modelling-consi/

https://www.philadelphiafed.org/-/media/frbp/assets/working-papers/2014/wp14-10.pdf

https://www.irmi.com/term/insurance-definitions/loss-forecasting

https://aptivaa.com/pdf/blog_06-impairment-modelling-1594100162-1.pdf

https://faculty.ucr.edu/~taelee/paper/lossfunctions.pdf

https://wilwinn.com/resources/best-practices-in-credit-loss-modeling/

https://empoweredsystems.com/blog/operational-risk-forecasting-models-in-use-today/

https://pubsonline.informs.org/do/10.1287/LYTX.2022.02.04/full/

https://business.columbia.edu/sites/default/files-efs/imce-uploads/CEASA/Events%20Page/current_expected_credit_loss_cecl_model_analyst_forecasts.pdf

https://straterix.com/insights/credit-loss-forecasting-a-practical-guide-to-cecl/

https://en.wikipedia.org/wiki/Cost-loss_model

https://www.oreilly.com/library/view/principles-of-risk/9780134082578/xhtml/fileP800041001600000000000000002F0D7.xhtml

https://www.grantthornton.sg/service/cfo-services/accounting-advisory/expected-credit-loss/

https://www2.deloitte.com/us/en/pages/audit/articles/us-current-expected-credit-losses-cecl-implementation-insights.html

https://www.youtube.com/watch?v=xMYBKTFIajs

https://www.risk.net/risk-management/7917411/new-model-simplifies-loan-loss-forecasts-some-say-its-too-simple

https://www.garp.org/risk-intelligence/credit/stress-testing-and-ecl-the-illusory-concept-of-perfect-forecasting

https://www.cubesoftware.com/blog/financial-forecasting-models

https://medium.com/%40databricksfinserv/modernizing-credit-risk-modeling-for-cecl-and-stress-testing-with-databricks-80bb3f66cda8

https://www.economy.com/products/consumer-credit-analytics/expected-consumer-credit-losses-service

https://seedi.org/knowledge-point/what-is-a-credit-loss-model/

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4236547

https://www.elibrary.imf.org/view/journals/001/2020/111/article-A001-en.xml

https://www.linkedin.com/pulse/loss-forecasting-darshika-srivastava-gpdjc

https://docs.oracle.com/cd/F30327_01/PDF/8.1.1.x/HTML/UG_8111/!SSL!/Responsive_HTML5/25_Loss_Forecasting.htm

https://www.youtube.com/watch?v=fOzWK1RqP0E

https://pmc.ncbi.nlm.nih.gov/articles/PMC9933877/

http://www.rogermstein.com/wp-content/uploads/losscalc.pdf

https://www.capitalonecareers.com/job/mclean/senior-business-analyst-consumer-credit-risk-management-forecasting-and-reporting/1732/82197329552

https://www.highradius.com/resources/Blog/financial-forecasting-models/

https://www.federalreserve.gov/publications/2023-june-supervisory-stress-test-methodology-modeled-loss-rates.htm

https://www.mdpi.com/2227-7072/8/2/27

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4960118

https://corporatefinanceinstitute.com/resources/career-map/sell-side/risk-management/expected-loss-definition-calculation-importance/

https://www2.deloitte.com/content/dam/Deloitte/us/Documents/financial-services/us-cecl-credit-modeling-POV.pdf

https://www.ingentaconnect.com/content/hsp/jrmfi/2014/00000007/00000004/art00009

https://www.youtube.com/watch?v=lU8dmZzkm1Q

https://fastercapital.com/content/What-is-Credit-Risk-Forecasting.html

https://afsaonline.org/wp-content/uploads/2020/09/FICO-Webinar-deck-07-16-20-002-AFSA-WKS-037.pdf

https://arxiv.org/html/2402.15498v1

https://assets.kpmg.com/content/dam/kpmgsites/in/pdf/2025/01/expected-credit-loss-ecl.pdf

https://www.ifrs.org/content/dam/ifrs/meetings/2012/november/iasb/5f-lossmodel-1112.pdf

https://365financialanalyst.com/knowledge-hub/credit-analysis/expected-loss-and-its-components-probability-of-default-loss-given-default-and-exposure-at-default/

https://www.banktech.com/regulation-compliance/leveraging-analytics-to-improve-loss-for/240166962

https://www.researchgate.net/publication/342197307_Loss_Rate_Forecasting_Framework_Based_on_Macroeconomic_Changes_Application_to_US_Credit_Card_Industry

https://www.moodys.com/web/en/us/insights/banking/beyond-theory-a-practical-guide-to-using-economic-forecasts-for-cecl-estimates.html

https://www.openriskmanual.org/wiki/Expected_Loss

https://analytixboutique.com/credit-risk-loss-forecasting/

https://www.atlantafed.org/cqer/research/gdpnow

https://assets.equifax.com/marketing/US/assets/model-for-expected-loss-white-paper.pdf

https://www.imf.org/en/Publications/WP/Issues/2020/07/03/Expected-Credit-Loss-Modeling-from-a-Top-Down-Stress-Testing-Perspective-49545

http://www.ingentaconnect.com/content/hsp/jrmfi/2014/00000007/00000004/art00009?crawler=true

https://www.thecjgroup.com/current-expected-credit-loss-model-cecl-data-collection/

https://www.abrigo.com/blog/how-to-forecast-future-expected-credit-losses/

https://medium.com/%40kwaku.qantabisa/modeling-expected-credit-loss-under-cecl-1046ab93b7cc

https://link.springer.com/chapter/10.1007/978-981-96-2647-2_18

https://www.modefinance.com/en/company/blog/debt-capacity-automation-the-forecasting-stresstest-model-for-risk-prevention

https://www.bnncpa.com/resources/how-to-prepare-for-current-expected-credit-losses/

https://www.jstor.org/stable/24502086

https://firststreet.org/

https://en.wikipedia.org/wiki/Scoring_rule

https://www.swpc.noaa.gov/models

https://coastal.climatecentral.org/

https://kpmg.com/xx/en/our-insights/ifrg/2024/frut-financial-instruments-2g.html

https://www.getro.org/companies/sofi/jobs/52176856-staff-data-scientist

https://developers.google.com/machine-learning/glossary

https://arxiv.org/pdf/2401.00085

https://www.worldscientific.com/doi/abs/10.1142/S0219024921500394?srsltid=AfmBOoqYMcK8NzGSfsAtPHulMkt_dsCh6EITwCEXYeXdePqxmXrX9h9i

https://www.investopedia.com/terms/m/montecarlosimulation.asp

https://www.pbrc.edu/research-and-faculty/calculators/weight-loss-predictor/index.aspx

https://machinelearningmastery.com/loss-functions-explained-understand-the-maths-in-just-2-minutes-each/

https://onlinelibrary.wiley.com/doi/10.1002/for.3286?af=R

https://www.nature.com/articles/s41598-025-03780-4