Rank-order statistics for validating discriminative power of credit risk models
Lukasz Prorokowski
| Year of publication: |
2016
|
|---|---|
| Authors: | Prorokowski, Lukasz |
| Published in: |
Bank i kredyt. - Warszawa, ISSN 0137-5520, ZDB-ID 2374691-9. - Vol. 47.2016, 3, p. 227-250
|
| Subject: | credit risk | rank-order statistics | PD/LGD/EAD validation | CRR (CRD IV) | AIRB banks | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Theorie | Theory | Statistische Methode | Statistical method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011532649