Credit Risk Statistics Testing Methods

Constantin Anghelache, Vergil Voineagu, Elena Bugudui and Bogdan Dragomir
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Constantin Anghelache: „Artifex” University of Bucharest/Academy of Economic Studies Bucharest
Vergil Voineagu: Academy of Economic Studies Bucharest
Elena Bugudui: „Artifex” University of Bucharest
Bogdan Dragomir: Academy of Economic Studies Bucharest

Romanian Statistical Review Supplement, 2013, vol. 61, issue 3, 60-67

Abstract: Statistical models are tools that help the investor in determining the amount of dependent, depending on the factors causing them, namely of independent variables. It is very important for the investor to understand how funcþoneazã these models and what is the impact of an erroneous uses of them. Without knowing the reasons for which the models used are built in the way in which we are presented, we risk becoming vulnerable to risk modeling.

Keywords: banking risk; statistical models; capital market (search for similar items in EconPapers)
Date: 2013
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