Validation of corporate probability of default models considering alternative use cases
Year of publication: |
2021
|
---|---|
Authors: | Jacobs, Michael <Jr.> |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 9.2021, 4, Art.-No. 63, p. 1-22
|
Subject: | credit risk | credit underwriting | early warning systems | model risk | model validation | point-in-time | probability of default | regulatory capital | through-the-cycle | Kreditrisiko | Credit risk | Frühwarnsystem | Early warning system | Basler Akkord | Basel Accord | Prognoseverfahren | Forecasting model | Risikomanagement | Risk management | Insolvenz | Insolvency | Modellierung | Scientific modelling | Wahrscheinlichkeitsrechnung | Probability theory | Bankenkrise | Banking crisis | Portfolio-Management | Portfolio selection |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/ijfs9040063 [DOI] hdl:10419/257808 [Handle] |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation ; M40 - Accounting and Auditing. General ; E47 - Forecasting and Simulation |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Validation of corporate probability of default models considering alternative use cases
Jacobs, Michael, (2021)
-
Jacobs, Michael <Jr.>, (2022)
-
Jacobs, Michael <Jr.>, (2020)
- More ...
-
Jacobs, Michael <Jr.>, (2011)
-
Stress testing credtit risk portfolios
Jacobs, Michael <Jr.>, (2013)
-
Empirical analysis, trading strategies, and risk models for defaulted debt securities
Jacobs, Michael <Jr.>, (2011)
- More ...