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Search: person:"Burgt, Marco van der"
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Credit risk
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Forecasting model
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Credit rating
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accuracy ratio
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calibration
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credit scoring
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Burgt, Marco van der
5
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Risk : managing risk in the world's financial markets
3
The journal of credit risk : published quarterly by Incisive Media
1
The journal of risk model validation
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OLC EcoSci
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ECONIS (ZBW)
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How accurate is the accuracy ratio in credit risk model validation?
Burgt, Marco van der
- In:
The journal of risk model validation
14
(
2020
)
4
,
pp. 41-63
Persistent link: https://www.econbiz.de/10014336041
Saved in:
2
Calibration and mapping of credit scores by riding the cumulative accuracy profile
Burgt, Marco van der
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012100567
Saved in:
3
EMERGING MARKET RISK A Merton approach to transfer risk - The author presents a metric for transfer risk, based on the Merton approach.
Burgt, Marco van der
- In:
Risk : managing risk in the world's financial markets
18
(
2005
)
9
,
pp. 110-114
Persistent link: https://www.econbiz.de/10007022235
Saved in:
4
EMERGING MARKET RISK: Calculating transfer risk using Monte Carlo - The author constructs a model of emerging market transfer risk based on a country's foreign exchange reserves th...
Burgt, Marco van der
- In:
Risk : managing risk in the world's financial markets
17
(
2004
)
1
,
pp. 81-85
Persistent link: https://www.econbiz.de/10007025105
Saved in:
5
EMERGING MARKET RISK: Calculating transfer risk using Monte Carlo - The author constructs a model of emerging market transfer risk based on a country's foreign exchange reserves th...
Burgt, Marco van der
- In:
Risk : managing risk in the world's financial markets
17
(
2004
)
1
,
pp. 81-85
Persistent link: https://www.econbiz.de/10007028992
Saved in:
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