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Karminsky et al., 2018 - Google Patents

Increase of banks' credit risks forecasting power by the usage of the set of alternative models

Karminsky et al., 2018

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Document ID
1138862452240734341
Author
Karminsky A
Khromova E
Publication year
Publication venue
Russian Journal of Economics

External Links

Snippet

The paper is aimed at comparing the divergence of existing credit risk models and creating a synergic model with superior forecasting power based on a rating model and probability of default model of Russian banks. The paper demonstrates that rating models, if applied …
Continue reading at rujec.org (PDF) (other versions)

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