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Cornaglia, Anna
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Morone, Marco
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The journal of risk model validation
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OLC EcoSci
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1
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
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