A practical approach to validating a PD model

Autor: Robert Lensink, M. Medema, Lydian Medema, Ruud H. Koning

Publikováno v: Journal of Banking and Finance 33 (2009) 4
Journal of Banking and Finance, 33(4), 701-708
Journal of Banking & Finance, 33(4), 701-708. ELSEVIER SCIENCE BV

The capital adequacy framework Basel II aims to promote the adoption of stronger risk management practices by the banking industry. The implementation makes validation of credit risk models more important. Lenders therefore need a validation methodol

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::81957e32d2d36b175607a2367b251508
https://doi.org/10.1016/j.jbankfin.2008.11.007