Testing the predictive power: A comparative study of current default probability validation tests

Author:

Blümke OliverORCID

Funder

European Central Bank

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Science Applications,General Engineering

Reference80 articles.

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3. The law of equal opportunities or unintended consequences?: The effect of unisex risk assessment in consumer credit;Andreeva;Journal of the Royal Statistical Society, Series A,2019

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5. Have rating agencies become more conservative? Implications for capital structure and debt pricing;Baghai;The Journal of Finance,2014

Cited by 1 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. Estimating default probabilities for no- and low-default portfolios: parameter specification via floor constraints;Journal of the Royal Statistical Society Series C: Applied Statistics;2023-07-14

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