Narrow search
Showing 1 - 4 of 4
Cover Image
Calibration and mapping of credit scores by riding the cumulative accuracy profile
Burgt, Marco van der - In: The journal of credit risk : published quarterly by … 15 (2019) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10012100567
Cover Image
How accurate is the accuracy ratio in credit risk model validation?
Burgt, Marco van der - In: The journal of risk model validation 14 (2020) 4, pp. 41-63
Persistent link: https://www.econbiz.de/10014336041
Cover Image
EMERGING MARKET RISK A Merton approach to transfer risk - The author presents a metric for transfer risk, based on the Merton approach.
Burgt, Marco van der - In: Risk : managing risk in the world's financial markets 18 (2005) 9, pp. 110-114
Persistent link: https://www.econbiz.de/10007022235
Cover Image
EMERGING MARKET RISK: Calculating transfer risk using Monte Carlo - The author constructs a model of emerging market transfer risk based on a country's foreign exchange reserves th...
Burgt, Marco van der - In: Risk : managing risk in the world's financial markets 17 (2004) 1, pp. 81-85
Persistent link: https://www.econbiz.de/10007025105