---
title: Heterogeneous Estimation of the Causal Effect of Debt Restructuring Interventions: A Causal and Explainable Uplift Modeling Framework for the Economic Optimization of Credit Risk Portfolios
url: https://www.ml-quant.com/papers/ssrn/7556744/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-10-09
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 7556744
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7556744
featured: 2026-10-09
citations: unknown
topic: Risk, Credit & Banking
---


# Heterogeneous Estimation of the Causal Effect of Debt Restructuring Interventions: A Causal and Explainable Uplift Modeling Framework for the Economic Optimization of Credit Risk Portfolios

A causal framework compares six estimators of treatment effect to optimally assign debt restructuring interventions, revealing that targeting borrowers by predicted effect generates substantially positive value where blanket treatment fails.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7556744
- Identifier: SSRN 7556744
- Released: 2026-10-03
- First featured: Quant Letter No. 134 (2026-10-09): https://www.ml-quant.com/issues/2026-10-09/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Risk, Credit & Banking
- Authors: Antonio Aguilera Gonzalez

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