The effect of variant sample sizes and default rates on validation metrics for probabillity of default models
David Li; Ruchi Bhariok; Radu Neagu
| Year of publication: |
2011
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|---|---|
| Authors: | Li, David ; Bhariok, Ruchi ; Neagu, Radu |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 5.2011/12, 4, p. 49-74
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| Subject: | Wirkungsanalyse | Impact assessment | Entscheidung | Decision | Stichprobenerhebung | Sampling | Qualitative Methode | Qualitative method | Modellierung | Scientific modelling |
| 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/10009422492