Narrow search
Showing 1 - 10 of 41
Cover Image
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
Cover Image
A new automated model validation tool for financial institutions
Fan, Lingling; Schneider, Alex; Joumaa, Mazin - In: The journal of risk model validation 17 (2023) 3, pp. 59-85
Persistent link: https://www.econbiz.de/10014485777
Cover Image
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
Cover Image
The use of the triangular approximation for some complicated risk measurement calculations
Georgiopoulos, Nick - In: The journal of risk model validation 11 (2017) 3, pp. 69-98
Persistent link: https://www.econbiz.de/10011762994
Cover Image
A k-means++-improved radial basis function neural network model for corporate financial crisis early warning : an empirical model validation for Chinese listed companies
Lv, Danyang; Wu, Chong; Dong, Linxiao - In: The journal of risk model validation 14 (2020) 3, pp. 29-52
Persistent link: https://www.econbiz.de/10014335992
Cover Image
Statistical properties of the population stability index
Yurdakul, Bilal; Naranjo, Joshua D. - In: The journal of risk model validation 14 (2020) 4, pp. 89-100
Persistent link: https://www.econbiz.de/10014336046
Cover Image
Optimal allocation of model risk appetite and validation threshold in the Solvency II framework
Lin, Liyi; Heemskerk, Marc; Dekker, Peter - In: The journal of risk model validation 12 (2018) 3, pp. 29-49
Persistent link: https://www.econbiz.de/10011991966
Cover Image
The validation of different systemic risk measurement models
Wang, Hu; Jiang, Shuyang - In: The journal of risk model validation 17 (2023) 2, pp. 83-97
Persistent link: https://www.econbiz.de/10014485771
Cover Image
General bounds on the area under the receiver operating characteristic curve and other performance measures when only a single sensitivity and specificity point is known
Stein, Roger M. - In: The journal of risk model validation 16 (2022) 2, pp. 85-107
Persistent link: https://www.econbiz.de/10014540597
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