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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
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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
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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
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Evaluating credit risk models
Frerichs, Hergen - 2004
Persistent link: https://www.econbiz.de/10002455047
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Evaluating credit risk models : a critique and a proposal
Frerichs, Hergen - 2001
Persistent link: https://www.econbiz.de/10013444453
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Evaluating internal credit rating systems depending on bank size
Frerichs, Hergen - 2003
Persistent link: https://www.econbiz.de/10013444494