Using Model Performance to Assess the Representativeness of Data for Model Development and Calibration in Financial Institutions
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- Ross Taplin, 2023. "Investigating Causes of Model Instability: Properties of the Prediction Accuracy Index," Risks, MDPI, vol. 11(6), pages 1-15, June.
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Keywords
representativeness; regulation; LGD; model performance; Global Credit Data (GCD); pooled data;All these keywords.
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