Validation Techniques of the Intern Models for Credit Risk
Year of publication: |
2006
|
---|---|
Authors: | Dardac, Nicolae ; Moinescu, Bogdan |
Published in: |
Theoretical and Applied Economics. - Asociaţia Generalā a Economiştilor din România - AGER. - Vol. 9(504).2006, 9(504), p. 55-60
|
Publisher: |
Asociaţia Generalā a Economiştilor din România - AGER |
Subject: | Basel II | credit risk | internal rating models | probablity of default | validation process |
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