Credit Risk Management: Basic Concepts: Financial Risk Components, Rating Analysis, Models, Economic and Regulatory Capital
By Tony Van Gestel, Bart Baesens. 2008
126 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/c89d1d1f13d2af420a38150a22488f9bae9d14bd
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In Economics and Econometrics
In Finance
Citations in the corpus
- Building Acceptable Classification Models (2010, methodology): “Statistically based, with information theoretic measures, such as Information Value, Cramer’s V and Gainratio [52] 2.”