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~isPartOf:"The journal of risk model validation"
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The journal of risk model validation
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ECONIS (ZBW)
92
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1
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
Saved in:
2
Stress testing and model validation : application of the Bayesian approach to a credit risk portfolio
Jacobs, Michael <Jr.>
;
Karagozoglu, Ahmet K.
; …
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 41-70
Persistent link: https://www.econbiz.de/10011410323
Saved in:
3
Comprehensive capital analysis and review stress tests : is regression the only tool for loss projection?
Siarka, Pawel
;
Chan, Lina
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 71-99
Persistent link: https://www.econbiz.de/10011410324
Saved in:
4
Empirical validation of the credit rating migration model for estimating the migration boundary
Lin, Yang
;
Liang, Jin
- In:
The journal of risk model validation
15
(
2021
)
2
,
pp. 39-61
Persistent link: https://www.econbiz.de/10012817214
Saved in:
5
Rating momentum in the macroeconomic stress testing and scenario analysis of credit risk
Skoglund, Jimmy
;
Chen, Wei
- In:
The journal of risk model validation
11
(
2017
)
1
,
pp. 21-47
Persistent link: https://www.econbiz.de/10011671176
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6
Procyclicality of capital and portfolio segmentation in the advanced internal ratings-based framework : an application to mortgage portfolios
Canals-Cerdá, José J.
- In:
The journal of risk model validation
12
(
2018
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011991951
Saved in:
7
Modeling credit risk in the presence of central bank and government intervention
Engelmann, Bernd
- In:
The journal of risk model validation
16
(
2022
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014540302
Saved in:
8
Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio
Jacobs, Michael <Jr.>
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 73-111
Persistent link: https://www.econbiz.de/10014540601
Saved in:
9
Default prediction based on a locally weighted dynamic ensemble model for imbalanced data
Xing, Jin
;
Chi, Guotai
;
Pan, Ancheng
- In:
The journal of risk model validation
18
(
2024
)
1
,
pp. 45-73
Persistent link: https://www.econbiz.de/10014556698
Saved in:
10
Risk contagion and bank stability : the role of credit risk and liquidity risk
Ding, Lei
;
Zhuang, Yaming
;
Wang, Hu
- In:
The journal of risk model validation
16
(
2022
)
4
,
pp. 113-130
Persistent link: https://www.econbiz.de/10014239855
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