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A methodology for point-in-time : through-the-cycle probability of default decomposition in risk classification systems
Carlehed, Magnus; Petrov, Alexander - In: The journal of risk model validation 6 (2012) 3, pp. 3-25
Persistent link: https://www.econbiz.de/10009658578
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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
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Comment in response to “A methodology for point-in-time - through-the-cycle probability of default decomposition in risk classification systems” by M. Carlehed and A. Petrov
Forest, Lawrence R. <Jr.>; Chawla, Gaurav; Aguais, Scott D. - In: The journal of risk model validation 7 (2013/2014) 4, pp. 73-78
Persistent link: https://www.econbiz.de/10010480644