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A methodology for point-in-time : through-the-cycle probability of default decomposition in risk classification systems
Carlehed, Magnus; Petrov, Alexander - In: The journal of risk model validation 6 (2012) 3, pp. 3-25
Persistent link: https://www.econbiz.de/10009658578
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A point-in-time-through-the-cycle approach to rating assignment and probability of default calibration
Rubtsov, Mark; Petrov, Alexander - In: The journal of risk model validation 10 (2016) 2, pp. 83-112
Persistent link: https://www.econbiz.de/10011527482
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Response to the comment by L. R. Forest Jr., G. Chawla and S. D. Aguais
Carlehed, Magnus; Petrov, Alexander - In: The journal of risk model validation 7 (2013/2014) 4, pp. 79-82
Persistent link: https://www.econbiz.de/10010480643
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Comment in response to “A methodology for point-in-time - through-the-cycle probability of default decomposition in risk classification systems” by M. Carlehed and A. Petrov
Forest, Lawrence R. <Jr.>; Chawla, Gaurav; Aguais, Scott D. - In: The journal of risk model validation 7 (2013/2014) 4, pp. 73-78
Persistent link: https://www.econbiz.de/10010480644
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Addendum to Rubtsov and Petrov (2016) : “A point-in-time–through-the-cycle approach to rating assignment and probability of default calibration”
Pyttlik, Torsten; Rubtsov, Mark; Petrov, Alexander - In: The journal of risk model validation 11 (2017) 1, pp. 95-97
Persistent link: https://www.econbiz.de/10011671771
Cover Image
A methodology for point-in-time : through-the-cycle probability of default decomposition in risk classification systems
Carlehed, Magnus; Petrov, Alexander - In: The journal of risk model validation 6 (2012) 3, pp. 3-25
Persistent link: https://www.econbiz.de/10010048651