Comment in response to “A methodology for point-in-time - through-the-cycle probability of default decomposition in risk classification systems” by M. Carlehed and A. Petrov
Year of publication: |
2013
|
---|---|
Authors: | Forest, Lawrence R. <Jr.> ; Chawla, Gaurav ; Aguais, Scott D. |
Other Persons: | Carlehed, Magnus (reviewed) ; Petrov, Alexander (reviewed) |
Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 7.2013/2014, 4, p. 73-78
|
Subject: | Kreditrisiko | Credit risk | Modellierung | Scientific modelling | Basler Akkord | Basel Accord | Kapitalbedarf | Capital requirements | Rentabilität | Profitability | Finanzmarktregulierung | Financial market regulation |
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