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Credit Risk Statistics Testing Methods

Author

Listed:
  • Constantin ANGHELACHE

    („Artifex” University of Bucharest/Academy of Economic Studies Bucharest)

  • Vergil VOINEAGU

    (Academy of Economic Studies Bucharest)

  • Elena BUGUDUI

    („Artifex” University of Bucharest)

  • Bogdan DRAGOMIR

    (Academy of Economic Studies Bucharest)

Abstract

Statistical models are tools that help the investor in determining the amount of dependent, depending on the factors causing them, namely of independent variables. It is very important for the investor to understand how funcþoneazã these models and what is the impact of an erroneous uses of them. Without knowing the reasons for which the models used are built in the way in which we are presented, we risk becoming vulnerable to risk modeling.

Suggested Citation

  • Constantin ANGHELACHE & Vergil VOINEAGU & Elena BUGUDUI & Bogdan DRAGOMIR, 2013. "Credit Risk Statistics Testing Methods," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 61(3), pages 60-67, September.
    • Handle: RePEc:rsr:supplm:v:61:y:2013:i:3:p:60-67
    as

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    References listed on IDEAS

    as
    1. Treacy, William F. & Carey, Mark, 2000. "Credit risk rating systems at large US banks," Journal of Banking & Finance, Elsevier, vol. 24(1-2), pages 167-201, January.
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