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Rank-order statistics for validating discriminative power of credit risk models
Prorokowski, Lukasz - In: Bank i kredyt 47 (2016) 3, pp. 227-250
Persistent link: https://www.econbiz.de/10011532649
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IFRS 9 in credit risk modelling
Prorokowski, Lukasz - In: Bank i kredyt 49 (2018) 6, pp. 639-670
Persistent link: https://www.econbiz.de/10012502730
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Macroprudential due-diligence framework for shadow banking entities
Prorokowski, Lukasz - In: Bank i kredyt 51 (2020) 6, pp. 587-612
Persistent link: https://www.econbiz.de/10012503467
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Bankrupt UK cities : PD model for credit risk in sub-sovereign sector
Prorokowski, Lukasz - In: Bank i kredyt 47 (2016) 6, pp. 495-528
Persistent link: https://www.econbiz.de/10011645721