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Homeen-gbThe impact of deterioration in rating-model discriminatory power on expected lossesThe authors propose a means to estimate the effects on a portfolioâ€™s expected credit loss created by underwriting model risks.
https://www.risk.net/journal-of-risk-model-validation/7959891/the-impact-of-deterioration-in-rating-model-discriminatory-power-on-expected-losses
https://www.risk.net/journal-of-risk-model-validation/7959891/the-impact-of-deterioration-in-rating-model-discriminatory-power-on-expected-losses
Mon, 02 Sep 2024 15:35:17 +0100