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Search: person:"Neagu, Radu"
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Neagu, Radu
6
Bhariok, Ruchi
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Black, Jason W.
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Ellis, John A.
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Keenan, Sean C.
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Li, David
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Long, Kete
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The journal of risk model validation
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Journal of risk management in financial institutions
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Quality and reliability engineering international
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ECONIS (ZBW)
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1
Credit portfolio stress testing using transition matrixes
Neagu, Radu
;
Lipsa, Gabriel
;
Wu, Jing
;
Lee, Jake
;
Karm, …
- In:
The journal of risk model validation
13
(
2019
)
2
,
pp. 79-108
Persistent link: https://www.econbiz.de/10012051692
Saved in:
2
The computation of optimised credit transition matrices
Long, Kete
;
Keenan, Sean C.
;
Neagu, Radu
;
Ellis, John A.
; …
- In:
Journal of risk management in financial institutions
4
(
2010/11
)
4
,
pp. 370-391
Persistent link: https://www.econbiz.de/10009507707
Saved in:
3
The effect of variant sample sizes and default rates on validation metrics for probabillity of default models
Li, David
;
Bhariok, Ruchi
;
Neagu, Radu
- In:
The journal of risk model validation
5
(
2011/12
)
4
,
pp. 49-74
Persistent link: https://www.econbiz.de/10009422492
Saved in:
4
The computation of optimised credit transition matrices
Long, Kete
;
Keenan, Sean C.
;
Neagu, Radu
;
Ellis, John A.
; …
- In:
Journal of risk management in financial institutions
4
(
2010/11
)
4
,
pp. 370-391
Persistent link: https://www.econbiz.de/10009883704
Saved in:
5
The effect of variant sample sizes and default rates on validation metrics for probabillity of default models
Li, David
;
Bhariok, Ruchi
;
Neagu, Radu
- In:
The journal of risk model validation
5
(
2011/12
)
4
,
pp. 49-74
Persistent link: https://www.econbiz.de/10009911511
Saved in:
6
A Six Sigma Approach to Predicting Corporate Defaults
Neagu, Radu
;
Hoerl, Roger
- In:
Quality and reliability engineering international
21
(
2005
)
3
,
pp. 293-310
Persistent link: https://www.econbiz.de/10006363351
Saved in:
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