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Does pooling of financial statements and default data across specialized banks improve internal credit rating systems?

Frerichs, Hergen - In: Kredit und Kapital 38 (2005) 3, pp. 401-433

Persistent link: https://www.econbiz.de/10003162840

Evaluating credit risk models using loss density forecasts

Frerichs, Hergen; Löffler, Gunter - In: Innovations in risk management : seminal papers from …, (pp. 569-596). 2004

Persistent link: https://www.econbiz.de/10002600683

Evaluating credit risk models

Frerichs, Hergen; Wahrenburg, Mark - In: Risk management : challenge and opportunity ; with 125 …, (pp. 219-238). 2005

Persistent link: https://www.econbiz.de/10002447639

Evaluating credit risk models

Frerichs, Hergen - 2004

Persistent link: https://www.econbiz.de/10002455047

Evaluating Credit Risk Models : A Critique and a Proposal (New Version)

Frerichs, Hergen - 2002

Evaluating the quality of credit portfolio risk models is an important issue for both banks and regulators. Lopez and Saidenberg (2000) suggest cross-sectional resampling techniques in order to make efficient use of available data. We show that their proposal disregards cross-sectional...

Persistent link: https://www.econbiz.de/10012741845

Evaluating credit risk models : a critique and a proposal

Frerichs, Hergen - 2001

Persistent link: https://www.econbiz.de/10013444453

Evaluating internal credit rating systems depending on bank size

Frerichs, Hergen - 2003

Persistent link: https://www.econbiz.de/10013444494

Digital transformation of high-performing teams

Zolotina, Olga A.; Razumova, Tatʹjana Olegovna; … - In: Population and economics : PE 7 (2023) 2, pp. 60-93

Persistent link: https://www.econbiz.de/10014307210