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Rating philosophy and dynamic properties of internal rating systems : a general framework and an application to backtesting
Morone, Marco; Cornaglia, Anna - In: The journal of risk model validation 3 (2009/10) 4, pp. 61-88
Persistent link: https://www.econbiz.de/10009911482
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An econometric model to quantify benchmark downturn loss given default on residential mortgages
Morone, Marco; Cornaglia, Anna - In: The journal of risk model validation 4 (2010/11) 3, pp. 27-51
Persistent link: https://www.econbiz.de/10009911496
Cover Image
Rating philosophy and dynamic properties of internal rating systems : a general framework and an application to backtesting
Morone, Marco; Cornaglia, Anna - In: The journal of risk model validation 3 (2009/10) 4, pp. 61-88
Persistent link: https://www.econbiz.de/10009262128
Cover Image
An econometric model to quantify benchmark downturn loss given default on residential mortgages
Morone, Marco; Cornaglia, Anna - In: The journal of risk model validation 4 (2010/11) 3, pp. 27-51
Persistent link: https://www.econbiz.de/10008699884