Statistical Methods to Develop Rating Models

Evelyn Hayden and Daniel Porath
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Evelyn Hayden: Österreichische Nationalbank
Daniel Porath: University of Applied Sciences at Mainz

Chapter I. in The Basel II Risk Parameters, 2006, pp 1-12 from Springer

Keywords: Discriminant Analysis; Ordinary Little Square; Probit Model; Weight Little Square; Default Probability (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/3-540-33087-9_1

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