The analytics of risk model validation
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| Weitere Verfasser: | , |
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| Format: | UnknownFormat |
| Sprache: | eng |
| Veröffentlicht: |
Amsterdam, Heidelberg u.a.
Academic Press
2008
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| Ausgabe: | 1. ed. |
| Schriftenreihe: | Quantitative finance series
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| Schlagworte: | |
| Online Zugang: | Inhaltsverzeichnis |
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Tag hinzufügen | Titel | Jahr | Verfasser |
|---|---|---|
| Determinants of small business default | 2008 | Agarwal, Sumit |
| The validity of credit risk model validation methods | 2008 | Christodoulakis, George A. |
| Measuring concentration risk in credit portfolios | 2008 | Duellmann, Klaus |
| Validation of stress testing models | 2008 | Breeden, Joseph L. |
| The validation of equity portfolio risk models | 2008 | Satchell, Stephen |
| Validation of internal rarting systems and PD estimates | 2008 | Tasche, Dirk |
| A simple method for regulators to cross-check operational risk loss models for banks | 2008 | Holland, Wayne |
| A moments-based procedure for evaluating risk forecasting models | 2008 | Dowd, Kevin |
| Dynamic risk analysis and risk model evaluation | 2008 | Schwarz, Günter |
| Of the credibility of mapping and benchmarking credit risk estimates for internal rating systems | 2008 | Oung, Vichett |
| Analytic models of the ROC curve : applications to credit rating model validation | 2008 | Satchell, Stephen |