Christoph Leitner

Vienna University of Economics and Business - Department of Statistics and Mathematics

Wien 1090

Austria

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Scholarly Papers (1)

1.

A Latent Variable Approach to Validate Credit Rating Systems

Number of pages: 14 Posted: 19 Sep 2008
Vienna University of Economics and Business Administration - Department of Statistics and Mathematics, WU (Vienna University of Economics and Business), Vienna University of Economics and Business - Department of Statistics and Mathematics, Oesterreichische Nationalbank (OeNB), WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics and Oesterreichische Nationalbank (OeNB)
Downloads 337 (99,899)

Abstract:

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Rating validation, latent variable, latent trait, probability of default