Validation of default probabilities
Year of publication: |
2012
|
---|---|
Authors: | Blöchlinger, Andreas |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 47.2012, 5, p. 1089-1123
|
Subject: | Finanzdienstleistung | Financial services | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Wahrscheinlichkeitsrechnung | Probability theory |
-
Multiperiod default probability forecasting
Blümke, Oliver, (2022)
-
Validation of corporate probability of default models considering alternative use cases
Jacobs, Michael <Jr.>, (2021)
-
Sovereign default forecasting in the era of the COVID-19 crisis
Kristóf, Tamás, (2021)
- More ...
-
Credit rating and pricing: Poles apart
Blöchlinger, Andreas, (2018)
-
Testing Probability Calibrations: Application to Credit Scoring Models
Blöchlinger, Andreas, (2006)
-
Economic Benefit of Powerful Credit Scoring
Blöchlinger, Andreas, (2005)
- More ...