PD-Validation — Experience from Banking Practice
In: The Basel II Risk Parameters
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DOI: 10.1007/3-540-33087-9_14
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References listed on IDEAS
- Robert Rauhmeier & Harald Scheule, 2005. "Rating Properties and their Implication on Basel II-Capital," Published Paper Series 2005-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- repec:uts:ppaper:v:18:y:2005:i:3:p:78-81 is not listed on IDEAS
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Keywords
Mean Square Error; Binomial Test; Default Probability; Default Rate; Statistical Hypothesis Test;All these keywords.
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