Recalibrating credit risk models – a theoretical perspective with practical implications

2008 ◽  
Vol 2 (3) ◽  
pp. 3-10
Author(s):  
Lawrence Antioch
Keyword(s):  
Credit Risk ◽  
Theoretical Perspective ◽  
Risk Models ◽  
Practical Implications

Selection versus averaging of logistic credit risk models

2014 ◽  
Vol 16 (5) ◽  
pp. 39-52 ◽  
Author(s):  
Evelyn Hayden ◽  
Alex Stomper ◽  
Arne Westerkamp
Keyword(s):  
Credit Risk ◽  
Risk Models

Selection vs. Averaging of Logistic Credit Risk Models

2010 ◽  
Author(s):  
Evelyn Hayden ◽  
Alex Stomper ◽  
Arne Westerkamp
Keyword(s):  
Credit Risk ◽  
Risk Models
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