Biased benchmarks
Year of publication: |
2015
|
---|---|
Authors: | Forest, Lawrence R. <Jr.> ; Chawla, Gaurav ; Aguais, Scott D. |
Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 9.2015, 2, p. 1-11
|
Subject: | probability of default | point-in-time | trough-the-cycle | benchmarking | credit cycle index | credit policy | Benchmarking | Kreditpolitik | Credit policy | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Konjunktur | Business cycle | Systematischer Fehler | Bias |
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