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Validation techniques and performance metrics for loss given default models
Li, David; Bhariok, Ruchi; Keenan, Sean; Santilli, Stefano - In: The journal of risk model validation 3 (2009/10) 3, pp. 3-26
Persistent link: https://www.econbiz.de/10009911480
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The effect of variant sample sizes and default rates on validation metrics for probabillity of default models
Li, David; Bhariok, Ruchi; Neagu, Radu - In: The journal of risk model validation 5 (2011/12) 4, pp. 49-74
Persistent link: https://www.econbiz.de/10009911511
Cover Image
Validation techniques and performance metrics for loss given default models
Li, David; Bhariok, Ruchi; Keenan, Sean C.; Santilli, … - In: The journal of risk model validation 3 (2009/10) 3, pp. 3-26
Persistent link: https://www.econbiz.de/10009262134
Cover Image
The effect of variant sample sizes and default rates on validation metrics for probabillity of default models
Li, David; Bhariok, Ruchi; Neagu, Radu - In: The journal of risk model validation 5 (2011/12) 4, pp. 49-74
Persistent link: https://www.econbiz.de/10009422492