Measures of a Rating’s Discriminative Power — Applications and Limitations

Bernd Engelmann

Chapter XII. in The Basel II Risk Parameters, 2006, pp 263-287 from Springer

Keywords: Receiver Operating Characteristic Curve; False Alarm Rate; Rating Score; Score Distribution; Random Model (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/3-540-33087-9_12

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