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Calibration and mapping of credit scores by riding the cumulative accuracy profile
Burgt, Marco van der, (2019)
How accurate is the accuracy ratio in credit risk model validation?
Burgt, Marco van der, (2020)
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 that is combined with facility-dependent risk factors that determine counterparty exposure in the event of a moratorium. He then combines these with a model of contagion based on country correlation to calculate economic ...
Burgt, Marco van der, (2004)