Credit risk models : do they deliver their promises? : A quantitative assessment
Year of publication: |
2003
|
---|---|
Authors: | Oderda, Gianluca ; Dacorogna, Michael M. ; Jung, Tobias |
Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 194032-6. - Vol. 32.2003, 2, p. 177-195
|
Subject: | Kreditrisiko | Credit risk | Statistischer Test | Statistical test | Theorie | Theory |
-
Credit risk stress testing and copulas : is the Gaussian copula better than its reputation?
Koziol, Philipp, (2015)
-
The validation of machine-learning models for the stress testing of credit risk
Jacobs, Michael <Jr.>, (2018)
-
Jacobs, Michael <Jr.>, (2022)
- More ...
-
Credit Risk Models -- Do They Deliver Their Promises? A Quantitative Assessment
Oderda, Gianluca, (2003)
-
Credit Risk Models - Do They Deliver Their Promises? A Quantitative Assessment
Oderda, Gianluca, (2003)
-
Credit Risk Models - Do They Deliver Their Promises? A Quantitative Assessment
Dacorogna, Michel, (2003)
- More ...