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The analytics of risk model validation
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Validation of stress testing models
Breeden, Joseph L.
- In:
The analytics of risk model validation
,
(pp. 13-25)
.
2008
Persistent link: https://www.econbiz.de/10003868666
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2
The validity of credit risk model validation methods
Christodoulakis, George A.
;
Satchell, Stephen
- In:
The analytics of risk model validation
,
(pp. 27-43)
.
2008
Persistent link: https://www.econbiz.de/10003868675
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3
A moments-based procedure for evaluating risk forecasting models
Dowd, Kevin
- In:
The analytics of risk model validation
,
(pp. 45-58)
.
2008
Persistent link: https://www.econbiz.de/10003868676
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4
Measuring concentration risk in credit portfolios
Duellmann, Klaus
- In:
The analytics of risk model validation
,
(pp. 59-78)
.
2008
Persistent link: https://www.econbiz.de/10003868686
Saved in:
5
Of the credibility of mapping and benchmarking credit risk estimates for internal rating systems
Oung, Vichett
- In:
The analytics of risk model validation
,
(pp. 91-111)
.
2008
Persistent link: https://www.econbiz.de/10003868689
Saved in:
6
The validation of equity portfolio risk models
Satchell, Stephen
- In:
The analytics of risk model validation
,
(pp. 135-148)
.
2008
Persistent link: https://www.econbiz.de/10003868695
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