Rating philosophy and dynamic properties of internal rating systems : a general framework and an application to backtesting
Marco Morone; Anna Cornaglia
| Year of publication: |
2009
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|---|---|
| Authors: | Morone, Marco ; Cornaglia, Anna |
| Published in: |
The journal of risk model validation. - London : Risk Journals, ISSN 1753-9579, ZDB-ID 23167646. - Vol. 3.2009/10, 4, p. 61-88
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009911482