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  1. Evaluating credit risk models
    a critique and a proposal
    Published: 2001
    Publisher:  Univ., Fachbereich Wirtschaftswiss., Frankfurt am Main

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    DDC Categories: 330; 380; 650; 670
    Edition: [2.] version
    Series: Working paper series / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften : [...], Finance & accounting ; No. 84
    Subjects: Kreditrisiko; Portfolio Selection; Statistischer Test; Theorie; Kreditrisiko; Portfoliomanagement; Gütefunktion; Parametertest; Signifikanzniveau; Statistischer Test; Testtheorie
    Other subjects: (stw)Kreditrisiko; (stw)Portfolio-Management; (stw)Statistischer Test; (stw)Theorie; credit risk; backtesting; model validation; bank regulation; density forecasts; Arbeitspapier; Graue Literatur
    Scope: 35 S., graph. Darst., 30 cm
  2. Evaluating credit risk models: a critique and a new proposal
    Published: 2001
    Publisher:  Univ.-Bibliothek Frankfurt am Main, Frankfurt am Main