Journal of Risk Model Validation

Risk.net

Comment in response to “A methodology for point-in-time–through-the-cycle probability of default decomposition in risk classification systems” by M. Carlehed and A. Petrov

Lawrence R. Forest Jr., Gaurav Chawla and Scott D. Aguais

ABSTRACT

Here we have a comment from L. R. Forest Jr., G. Chawla and S. D. Aguais in reply to a paper published in the journal in 2012. This kind of lively, informed and robust debate is something we encourage at The Journal of Risk Model Validation: we aim to inspire vigorous discussion in the risk model validation field.

 

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