Search results with tag "Evaluating credit risk models"

Evaluating Credit Risk Models

exists a wide variety of credit risk models that differ in their fundamental assumptions, such as their definition of credit losses; i.e., default models define credit losses as loan defaults, while 2 Note that some credit risk models directly forecast the entire loss distribution, while others assume a

  Model, Risks, Direct, Fundamentals, Evaluating, Evaluating credit risk models