Comparing the accuracy of default predictions in the rating industry for different sets of obligors (Q1670155)
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scientific article; zbMATH DE number 6932000
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Comparing the accuracy of default predictions in the rating industry for different sets of obligors |
scientific article; zbMATH DE number 6932000 |
Statements
Comparing the accuracy of default predictions in the rating industry for different sets of obligors (English)
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5 September 2018
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Moody's
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S\&P
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probability forecasts
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skill scores
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0.889654815196991
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0.7161156535148621
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0.7149580717086792
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0.7025549411773682
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