Uses and Misuses of Measures for Credit Rating Accuracy-Reference-Cited by-同舟云学术

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Uses and Misuses of Measures for Credit Rating Accuracy

Published:2003 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Hamerle Alfred,Rauhmeier Robert,Roesch Daniel

Publisher

Elsevier BV

Reference14 articles.

1. Range of Practice in Banks' Internal Ratings Systems;Basel Committee on Banking Supervision,2000

2. Credit Ratings and Complementary Sources of Quality Information;Basel Committee on Banking Supervision,2000

3. The New Basel Capital Accord, Consultative Document;Basel Committee on Banking Supervision,2001

Cited by 15 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Backtesting of a probability of default model in the point-in-time–through-the-cycle context;The Journal of Risk Model Validation;2021

2. Estimating the probability of default for no‐default and low‐default portfolios;Journal of the Royal Statistical Society: Series C (Applied Statistics);2019-10-08

3. Beyond accuracy: Measures for assessing machine learning models, pitfalls and guidelines;2019-08-22

4. Estimating the Probability of Default for No-Default and Low-Default Portfolios;SSRN Electronic Journal;2018

5. Probabilities of Default (PD);Credit Risk Analytics;2017-07-10

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