The relationship between default prediction and lending profits: Integrating ROC analysis and loan pricing

General bounds on the area under the receiver operating characteristic curve and other performance measures when only a single sensitivity and specificity point is known

Stein, Roger M., (2022)

The relationship between default prediction and lending profits : integrating ROC analysis and loan pricing

Stein, Roger M., (2005)

The role of stress testing in credit risk management

Stein, Roger M., (2012)