A practical approach to validating a PD model

Journal of Banking and Finance

Volumn 33, Issue 4, 2009, Pages 701-708

  Medema, Lydian ^a,b   Koning, Ruud H ^a,b   Lensink, Robert ^a,b  

^a UNIVERSITY OF GRONINGEN   (Netherlands)

^b Insurance and Finance (CIBIF)   (Netherlands)

Author keywords

Basel II; Credit risk; Logit model; Probability of default; Statistical validation

Indexed keywords

EID: 60649096660     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2008.11.007     Document Type: Article

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