A proposal for a validation methodology for the discriminatory power of a rating system over time
Year of publication: |
2011
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Authors: | Blümke, Oliver |
Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 5.2011, 1, p. 21-44
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Subject: | Kreditwürdigkeit | Credit rating | Portfolio-Management | Portfolio selection | Basler Akkord | Basel Accord | Modellierung | Scientific modelling |
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