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~person:"Anderson, Raymond"
~person:"Crook, Jonathan N."
~subject:"Bank lending"
~subject:"Risikomanagement"
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Anderson, Raymond
Crook, Jonathan N.
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Sensitivity of stress testing metrics to estimation risk, account behaviour and volatility for credit defaults
Djeundje, Viani Biatat
;
Crook, Jonathan N.
- In:
Journal of the Operational Research Society
74
(
2023
)
7
,
pp. 1763-1774
Persistent link: https://www.econbiz.de/10014336309
Saved in:
2
Retail credit stress testing using a discretee hazard model with macroeconomic factors
Bellotti, Tony
;
Crook, Jonathan N.
- In:
Journal of the Operational Research Society : OR
65
(
2014
)
3
,
pp. 340-350
Persistent link: https://www.econbiz.de/10010251708
Saved in:
3
The
credit
scoring
toolkit : theory and practice for retail credit risk management and decision automation
Anderson, Raymond
-
2007
Persistent link: https://www.econbiz.de/10003453233
Saved in:
4
The
credit
scoring
toolkit : theory and practice for retail credit risk management and decision automation
Anderson, Raymond
-
2007
Persistent link: https://www.econbiz.de/10004892151
Saved in:
5
Does reject inference really improve the performance of application scoring models?
Crook, Jonathan N.
;
Banasik, John
- In:
Journal of banking & finance
28
(
2004
)
4
,
pp. 857-874
Persistent link: https://www.econbiz.de/10001956131
Saved in:
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