Statistical Approaches to PD Validation

Stefan Blochwitz, Marcus R. W. Martin and Carsten S. Wehn
Additional contact information
Stefan Blochwitz: Deutsche Bundesbank’s Central Office
Marcus R. W. Martin: Deutsche Bundesbank’s Regional Office
Carsten S. Wehn: internal market risk model

Chapter XIII. in The Basel II Risk Parameters, 2006, pp 289-306 from Springer

Keywords: Credit Risk; Binomial Test; Default Probability; Default Rate; Brier Score (search for similar items in EconPapers)
Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-33087-5_13

Ordering information: This item can be ordered from
http://www.springer.com/9783540330875

DOI: 10.1007/3-540-33087-9_13

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().