Giacomo De Laurentis: 1 book
Developing, Validating and Using Internal Ratings
Methodologies and Case Studies
Language: English
Release Date: June 20, 2011
This book provides a thorough analysis of internal rating systems. Two case studies are devoted to building and validating statistical-based models for borrowers’ ratings, using SPSS-PASW and SAS statistical packages. Mainstream approaches to building and validating models for assigning counterpart...
