Narrow search
Showing 1 - 10 of 26
Cover Image
Determination of weights for an optimal credit rating model based on default and nondefault distance maximization
Chi, Guotai; Yuan, Kunpeng; Zhou, Ying; Gong, Lingling - In: The journal of risk model validation 14 (2020) 4, pp. 65-87
Persistent link: https://www.econbiz.de/10014336043
Cover Image
Dynamic credit score modeling with short-term and long-term memories : the case of Freddie Mac’s database
Sousa, Maria Rocha; Gama, João; Brandão, Elísio - In: The journal of risk model validation 10 (2016) 1, pp. 59-80
Persistent link: https://www.econbiz.de/10011485152
Cover Image
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
Cover Image
An optimized support vector machine intelligent technique using optimized feature selection methods : evidence from Chinese credit approval data
Abedin, Mohammad Zoynul; Chi, Guotai; Moula, Fahmida E.; … - In: The journal of risk model validation 13 (2019) 2, pp. 1-46
Persistent link: https://www.econbiz.de/10012051688
Cover Image
Consensus information and consensus rating : a simulation study on rating aggregation
Lehmann, Christoph; Tillich, Daniel - In: The journal of risk model validation 10 (2016) 4, pp. 1-21
Persistent link: https://www.econbiz.de/10011587704
Cover Image
The effect of introducing economic variables into credit scorecards : an example from invoice discounting
Zhang, Jie; Thomas, Lyn C. - In: The journal of risk model validation 9 (2015) 1, pp. 57-78
Persistent link: https://www.econbiz.de/10010516718
Cover Image
Forward ordinal probability models for point-in-time probability of default term structure : methodologies and implementations for IFRS 9 expected credit loss estimation and CCAR s...
Yang, Bill Huajian - In: The journal of risk model validation 11 (2017) 3, pp. 1-18
Persistent link: https://www.econbiz.de/10011762989
Cover Image
Stress testing and modelling of rating migration under the Vasicek model framework : empirical approaches and technical implementation
Yang, Bill Huajian; Du, Zunwei - In: The journal of risk model validation 9 (2015) 2, pp. 33-47
Persistent link: https://www.econbiz.de/10011326309
Cover Image
Area under the curve maximization method in credit scoring
Miura, Kakeru; Yamashita, Satoshi; Eguchi, Shinto - In: The journal of risk model validation 4 (2010/11) 2, pp. 3-25
Persistent link: https://www.econbiz.de/10003995408
Cover Image
A realistic approach for estimating and modeling loss given default
Malkani, Rakesh - In: The journal of risk model validation 6 (2012) 2, pp. 103-116
Persistent link: https://www.econbiz.de/10009572300