Validation of corporate probability of default models considering alternative use cases
Year of publication: |
2021
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Authors: | Jacobs, Michael |
Published in: |
International Journal of Financial Studies. - Basel : MDPI, ISSN 2227-7072. - Vol. 9.2021, 4, p. 1-22
|
Publisher: |
Basel : MDPI |
Subject: | credit risk | credit underwriting | early warning systems | model risk | model validation | point-in-time | probability of default | regulatory capital | through-the-cycle |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/ijfs9040063 [DOI] 1782230173 [GVK] 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: |
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Validation of corporate probability of default models considering alternative use cases
Jacobs, Michael <Jr.>, (2021)
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Jacobs, Michael <Jr.>, (2020)
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