Performance Evaluation -- Selected Algorithms from the Literature -- Proposed Algorithms with Risk Management … excellent performance. A prototype of a software tool for automated evaluation of algorithms for portfolio selection is given …. Contents • Performance Evaluation • Selected Algorithms from the Literature • Proposed Algorithms with Risk Management …

Statistical Methods to Develop Rating Models -- Estimation of a Rating Model for Corporate Exposures -- The Shadow … Rating Approach - Experience from Banking Practice -- Estimating Probabilities of Default for Low Default Portfolios … -- Possibilities of Estimating Exposures -- EAD Estimates for Facilities with Explicit Limits -- Validation of Banks' Internal Rating …