Journal of Risk Model Validation

ISSN: 1753-9579
eISSN: 1753-9587
Publisher: Incisive Media

Publications (3)

close-button

Types of publications

Journal article
Unpublished / Preprint

Publication year

From
To

Abstract

An analytic approach to quantify the sensitivity of CreditRisk+ with respect to its underlying assumptions (2014) Fischer M, Kaufmann F Journal article, Original article A Statistical Repertoire for Quantitative LGD Validation: Overview, Illustration, Pitfalls, Extensions (2014) Fischer M, Pfeuffer M Journal article, Original article Quantifying model risk within a CreditRisk+ framework (2012) Fischer M, Mertl A Journal article, Original article