Validation techniques and performance metrics for loss given default models
David Li; Ruchi Bhariok; Sean Keenan; Stefano Santilli
| Year of publication: |
2009
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|---|---|
| Authors: | Li, David ; Bhariok, Ruchi ; Keenan, Sean ; Santilli, Stefano |
| Published in: |
The journal of risk model validation. - London : Risk Journals, ISSN 1753-9579, ZDB-ID 23167646. - Vol. 3.2009/10, 3, p. 3-26
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009911480