This project is about trying to predict charge-offs of a credit card company based on the delinquency data they provide in their monthly releases. I ran a regression based on a five month lag and there is a 94% r-squared. Specifically, I have publicly available monthly delinquency data and monthly net charge off data for Alliance Data Systems (a credit card company) from March 2010 to November 2016, so 81 monthly samples, and I'm trying to predict what the net charge offs will be for the next 4 12 months based on the previous delinquency and net charge off data. The statistical relationship is extremely high, so this should be easy, but I want to make sure this is done right with a high degree of confidence. I have the data spreadsheet in excel all ready for you to do your magic on.
Décerné à :
Hello! We are extremely interested in this project and would love to work on this project, please reply back to discuss further. Looking forward to hear from you soon. Thanks!