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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Journal of forecasting"
~isPartOf:"The econometrics journal"
~isPartOf:"The journal of risk model validation"
~person:"Rubtsov, Mark"
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Rubtsov, Mark
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Cowles Foundation discussion paper
Journal of forecasting
The econometrics journal
The journal of risk model validation
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ECONIS (ZBW)
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Calibration of rating grades to point-in-time and through-the-cycle levels of probability of default
Rubtsov, Mark
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 51-74
Persistent link: https://www.econbiz.de/10013173372
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2
A point-in-time-through-the-cycle approach to rating assignment and probability of default calibration
Rubtsov, Mark
;
Petrov, Alexander
- In:
The journal of risk model validation
10
(
2016
)
2
,
pp. 83-112
Persistent link: https://www.econbiz.de/10011527482
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