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Probability of default estimation and validation within context of the credit cycle
Blümke, Oliver - In: The journal of risk model validation 4 (2010/11) 2, pp. 27-45
Persistent link: https://www.econbiz.de/10003995409
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Probability of default validation : a single-year and a multiyear methodology for the Basel framework
Blümke, Oliver - In: The journal of risk model validation 6 (2012) 2, pp. 47-79
Persistent link: https://www.econbiz.de/10009572303
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A proposal for a validation methodology for the discriminatory power of a rating system over time
Blümke, Oliver - In: The journal of risk model validation 5 (2011) 1, pp. 21-44
Persistent link: https://www.econbiz.de/10009356850
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Probability of default validation : introducing the likelihood-ratio test and power considerations
Blümke, Oliver - In: The journal of risk model validation 7 (2013) 2, pp. 29-59
Persistent link: https://www.econbiz.de/10009780653
Cover Image
Probability of default validation : a single-year and a multiyear methodology for the Basel framework
Blümke, Oliver - In: The journal of risk model validation 6 (2012) 2, pp. 47-79
Persistent link: https://www.econbiz.de/10010006556
Cover Image
Probability of default validation : introducing the likelihood-ratio test and power considerations
Blümke, Oliver - In: The journal of risk model validation 7 (2013) 2, pp. 29-59
Persistent link: https://www.econbiz.de/10010185314
Cover Image
Probability of default estimation and validation within context of the credit cycle
Blümke, Oliver - In: The journal of risk model validation 4 (2010/11) 2, pp. 27-45
Persistent link: https://www.econbiz.de/10009911492
Cover Image
A proposal for a validation methodology for the discriminatory power of a rating system over time
Blümke, Oliver - In: The journal of risk model validation 5 (2011) 1, pp. 21-44
Persistent link: https://www.econbiz.de/10009911499