Marco Alf˜; Trovato, Giovanni; Caiazza, Stefano - Centro di Studi Internazionali Sull'Economia e la … - 2004
The New Proposal of Basel Committee on banking regulation issued in January 2001 allows banks to use Internal Rating Systems to classify firms. Within this context, the main problem is to find a model that fits data as better as possible, providing at the same time good prediction and...