Model risk in credit risk (Q6078435)
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scientific article; zbMATH DE number 7742856
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Model risk in credit risk |
scientific article; zbMATH DE number 7742856 |
Statements
Model risk in credit risk (English)
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27 September 2023
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credit risk
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default risk
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exchangeable Bernoulli distributions
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model risk
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risk measures
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0.7998518347740173
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0.7985460758209229
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0.7974792122840881
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0.7922980189323425
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