Quantitative Validierung von Ratingmodellen für Low Default Portfolios mittels Benchmarking
Markus Ricke; Georg von Pföstl
| Year of publication: |
2007
|
|---|---|
| Authors: | Ricke, Markus ; Pföstl, Georg von |
| Published in: |
Finanzmarktstabilitätsbericht. - Wien : OENB, ZDB-ID 2052048-7. - Vol. 14.2007, p. 129-138
|
| Subject: | Kreditrisiko | Credit risk | Messung | Measurement | Bewertung | Evaluation | Benchmarking | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | German |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003603677