Appraising Credit Ratings; Does the CAP Fit Better than the ROC?
|Year of publication:||
|Institutions:||International Monetary Fund (IMF) ; International Monetary Fund|
|Subject:||Credit risk | Economic models | OECD | probability | equation | credit ratings | probabilities | statistics | equations | prediction | predictions | fitted model | cumulative distribution function | applications | probability distributions | standard deviation | computation | capital requirements | dummy variable | pension funds | probability density | normal distribution|
Basurto, Miguel A. Segoviano, (2006)
Gasha, Jose Giancarlo, (2009)
Krichene, Noureddine, (2003)
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